+140.6%
EXE vs FE
+79.4%
+61.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -6.6% | 0.0% | -6.5% | -6.6% |
| 30D | -4.0% | +5.2% | -9.2% | -5.6% |
| 3M | -7.5% | 0.0% | -7.4% | -7.6% |
| 6M | -11.7% | +5.0% | -16.7% | -13.3% |
| YTD | -22.0% | +7.9% | -29.9% | -24.3% |
| 1Y | -21.8% | +6.3% | -28.1% | -23.8% |
| 3Y | +8.0% | +46.0% | -38.0% | -6.9% |
| 5Y | +62.3% | +45.6% | +16.6% | +44.1% |
| All | +140.6% | +79.4% | +61.2% | +113.8% |
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