+142.2%
CI vs FE
+108.0%
+34.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.1% | -1.1% | +1.3% | +0.6% |
| 30D | +4.7% | +4.6% | 0.0% | +2.9% |
| 3M | +5.2% | -0.8% | +6.0% | +5.5% |
| 6M | +3.8% | +7.3% | -3.5% | +1.0% |
| YTD | +9.2% | +8.3% | +0.9% | +5.6% |
| 1Y | +14.3% | +5.7% | +8.6% | +11.5% |
| 3Y | +8.4% | +49.0% | -40.6% | -8.3% |
| 5Y | +50.0% | +49.2% | +0.9% | +25.7% |
| 10Y | +142.2% | +110.7% | +31.5% | +105.4% |
| All | +142.2% | +108.0% | +34.2% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling