+43.8%
D vs FE
+108.0%
-64.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.8% | -1.1% | +1.9% | +1.5% |
| 30D | +10.7% | +4.6% | +6.1% | +7.9% |
| 3M | +2.3% | -0.8% | +3.1% | +2.8% |
| 6M | +12.5% | +7.3% | +5.2% | +8.0% |
| YTD | +20.1% | +8.3% | +11.8% | +14.5% |
| 1Y | +15.6% | +5.7% | +9.9% | +11.8% |
| 3Y | +75.2% | +49.0% | +26.1% | +39.4% |
| 5Y | +14.6% | +49.2% | -34.6% | -8.8% |
| 10Y | +43.8% | +110.7% | -66.9% | -2.9% |
| All | +43.8% | +108.0% | -64.3% | -2.9% |
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