-6.2%
DOW vs FE
+57.8%
-64.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -9.4% | -1.1% | -8.3% | -9.0% |
| 30D | +8.9% | +4.6% | +4.3% | +6.8% |
| 3M | +6.7% | -0.8% | +7.6% | +6.9% |
| 6M | -14.2% | +7.3% | -21.5% | -17.1% |
| YTD | +36.9% | +8.3% | +28.6% | +31.1% |
| 1Y | +45.8% | +5.7% | +40.1% | +40.9% |
| 3Y | -23.9% | +49.0% | -72.9% | -38.5% |
| 5Y | -30.8% | +49.2% | -79.9% | -45.1% |
| All | -6.2% | +57.8% | -64.0% | -9.5% |
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