+520.9%
COR vs FE
+105.3%
+415.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +5.1% | +4.1% | +1.0% | +3.7% |
| 3M | +2.8% | -1.0% | +3.8% | +3.1% |
| 6M | +32.5% | +4.0% | +28.5% | +30.6% |
| YTD | -0.7% | +6.8% | -7.5% | -3.0% |
| 1Y | -6.7% | +5.3% | -12.0% | -8.4% |
| 3Y | +73.7% | +44.6% | +29.1% | +52.0% |
| 5Y | +177.9% | +44.2% | +133.7% | +141.3% |
| All | +520.9% | +105.3% | +415.6% | +376.0% |
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