+868.5%
DE vs FE
+111.4%
+757.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +9.6% | -2.1% | +11.8% | +10.4% |
| 3M | +19.0% | +2.6% | +16.3% | +17.8% |
| 6M | +16.1% | -6.8% | +22.8% | +18.5% |
| YTD | +47.0% | +6.9% | +40.1% | +43.4% |
| 1Y | +43.1% | +11.6% | +31.6% | +37.4% |
| 3Y | +77.5% | +47.7% | +29.8% | +53.1% |
| 5Y | +96.4% | +46.2% | +50.2% | +68.6% |
| All | +868.5% | +111.4% | +757.1% | +709.2% |
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