+49.1%
D vs FE
+126.1%
-77.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -2.1% |
| 30D | +7.7% | +4.5% | +3.2% | +5.0% |
| 3M | -0.3% | +1.3% | -1.6% | -1.0% |
| 6M | +10.1% | +8.7% | +1.4% | +4.8% |
| YTD | +19.1% | +9.2% | +9.9% | +13.0% |
| 1Y | +15.9% | +7.0% | +8.9% | +11.3% |
| 3Y | +75.0% | +51.4% | +23.6% | +38.0% |
| 5Y | +13.4% | +47.7% | -34.3% | -9.3% |
| All | +49.1% | +126.1% | -77.0% | -2.3% |
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