+236.1%
EW vs FE
+110.9%
+125.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +9.3% | -0.5% | +9.8% | +9.4% |
| 30D | +22.1% | +4.3% | +17.7% | +20.5% |
| 3M | +13.0% | +0.4% | +12.6% | +12.8% |
| 6M | +30.1% | +6.9% | +23.1% | +27.2% |
| YTD | +22.0% | +8.0% | +14.0% | +18.5% |
| 1Y | +23.7% | +4.8% | +18.9% | +21.2% |
| 3Y | +62.0% | +49.0% | +13.0% | +39.9% |
| 5Y | -12.4% | +46.2% | -58.6% | -24.2% |
| 10Y | +236.1% | +120.9% | +115.2% | +175.6% |
| All | +236.1% | +110.9% | +125.2% | +175.6% |
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