-37.4%
DOCS vs FE
+57.6%
-94.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +19.4% | +6.4% | +13.0% | +17.7% |
| 3M | +53.4% | -0.5% | +53.9% | +53.6% |
| 6M | +28.8% | +4.7% | +24.0% | +27.3% |
| YTD | -25.1% | +8.4% | -33.4% | -27.1% |
| 1Y | -48.1% | +7.2% | -55.4% | -49.5% |
| 3Y | +51.4% | +44.9% | +6.5% | +31.3% |
| 5Y | -51.1% | +46.3% | -97.4% | -58.9% |
| All | -37.4% | +57.6% | -94.9% | -51.4% |
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