+172.1%
EXC vs FE
+107.4%
+64.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +10.0% | +5.2% | +4.8% | +6.4% |
| 3M | +1.6% | 0.0% | +1.6% | +1.7% |
| 6M | +3.3% | +5.0% | -1.8% | +0.1% |
| YTD | +7.6% | +7.9% | -0.3% | +2.6% |
| 1Y | +3.5% | +6.3% | -2.9% | -0.3% |
| 3Y | +27.7% | +46.0% | -18.4% | -0.4% |
| 5Y | +41.1% | +45.6% | -4.5% | +10.2% |
| All | +172.1% | +107.4% | +64.8% | +83.7% |
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