+755.9%
DE vs FE
+126.1%
+629.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | +3.6% | +4.5% | -1.0% | +2.0% |
| 3M | +10.2% | +1.3% | +8.9% | +9.6% |
| 6M | +16.6% | +8.7% | +7.9% | +13.0% |
| YTD | +45.8% | +9.2% | +36.6% | +41.1% |
| 1Y | +43.9% | +7.0% | +36.9% | +40.1% |
| 3Y | +89.6% | +51.4% | +38.2% | +61.9% |
| 5Y | +100.3% | +47.7% | +52.6% | +71.1% |
| All | +755.9% | +126.1% | +629.8% | +613.7% |
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