+1,142.6%
D vs FE
+561.4%
+581.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +1.5% | +1.9% | -0.5% | +0.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.0% |
| 3M | 0.0% | +3.5% | -3.5% | -1.9% |
| 6M | +7.4% | -6.1% | +13.4% | +10.9% |
| YTD | +15.9% | +7.6% | +8.3% | +11.2% |
| 1Y | +18.1% | +11.9% | +6.2% | +10.9% |
| 3Y | +58.4% | +48.4% | +9.9% | +27.9% |
| 5Y | +5.2% | +44.8% | -39.6% | -14.0% |
| 10Y | +35.9% | +115.9% | -80.0% | -14.9% |
| All | +1,142.6% | +561.4% | +581.2% | +258.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling