+782.7%
DE vs FE
+110.9%
+671.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +10.7% | +4.3% | +6.4% | +9.2% |
| 3M | +13.1% | +0.4% | +12.7% | +12.8% |
| 6M | +20.2% | +6.9% | +13.3% | +17.2% |
| YTD | +48.9% | +8.0% | +40.9% | +44.6% |
| 1Y | +46.6% | +4.8% | +41.8% | +43.7% |
| 3Y | +91.4% | +49.0% | +42.4% | +64.3% |
| 5Y | +108.1% | +46.2% | +61.9% | +78.4% |
| 10Y | +782.7% | +120.9% | +661.8% | +640.8% |
| All | +782.7% | +110.9% | +671.8% | +640.8% |
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