+153.4%
EXE vs FE
+81.6%
+71.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | +5.3% | +1.2% | +4.1% | +4.9% |
| 30D | -2.2% | +4.5% | -6.7% | -3.6% |
| 3M | -5.9% | +1.3% | -7.2% | -6.4% |
| 6M | -5.7% | +8.7% | -14.4% | -8.5% |
| YTD | -17.8% | +9.2% | -27.1% | -20.6% |
| 1Y | -23.1% | +7.0% | -30.1% | -25.2% |
| 3Y | +21.2% | +51.4% | -30.2% | +3.1% |
| 5Y | +78.8% | +47.7% | +31.1% | +58.0% |
| All | +153.4% | +81.6% | +71.9% | +124.4% |
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