-10.4%
DOW vs FE
+55.6%
-66.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.9% | +0.6% | -3.6% | -3.2% |
| 30D | +2.0% | -2.1% | +4.1% | +2.8% |
| 3M | -12.5% | +2.6% | -15.2% | -13.7% |
| 6M | -9.2% | -6.8% | -2.4% | -6.9% |
| YTD | +30.8% | +6.9% | +23.9% | +26.0% |
| 1Y | +29.4% | +11.6% | +17.8% | +21.8% |
| 3Y | -34.6% | +47.7% | -82.3% | -46.9% |
| 5Y | -35.9% | +46.2% | -82.2% | -48.8% |
| All | -10.4% | +55.6% | -66.1% | -13.0% |
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