+41.6%
D vs FE
+105.3%
-63.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.6% |
| 30D | +11.5% | +4.1% | +7.3% | +8.9% |
| 3M | +3.7% | -1.0% | +4.7% | +4.4% |
| 6M | +13.5% | +4.0% | +9.5% | +10.9% |
| YTD | +20.7% | +6.8% | +13.9% | +16.0% |
| 1Y | +18.2% | +5.3% | +12.9% | +14.6% |
| 3Y | +73.3% | +44.6% | +28.7% | +40.3% |
| 5Y | +12.3% | +44.2% | -31.9% | -9.0% |
| All | +41.6% | +105.3% | -63.7% | -1.1% |
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