+48.4%
D vs FE
+120.9%
-72.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +9.0% | +3.6% | +5.4% | +6.8% |
| 3M | +1.0% | +0.3% | +0.6% | +0.8% |
| 6M | +11.0% | +6.4% | +4.6% | +7.0% |
| YTD | +19.8% | +8.1% | +11.6% | +14.3% |
| 1Y | +16.0% | +4.6% | +11.4% | +12.9% |
| 3Y | +74.4% | +49.1% | +25.2% | +38.7% |
| 5Y | +13.5% | +46.1% | -32.6% | -8.6% |
| 10Y | +48.4% | +122.7% | -74.4% | -2.5% |
| All | +48.4% | +120.9% | -72.5% | -2.5% |
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