+405.0%
COR vs FE
+114.5%
+290.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +2.8% | +1.9% | +0.8% | +2.1% |
| 30D | +4.5% | -1.2% | +5.7% | +4.9% |
| 3M | +22.7% | +3.5% | +19.2% | +21.1% |
| 6M | -9.7% | -6.1% | -3.7% | -7.9% |
| YTD | -1.4% | +7.6% | -9.0% | -3.9% |
| 1Y | +13.9% | +11.9% | +2.0% | +9.6% |
| 3Y | +94.0% | +48.4% | +45.5% | +68.2% |
| 5Y | +184.0% | +44.8% | +139.2% | +146.4% |
| All | +405.0% | +114.5% | +290.5% | +299.1% |
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