+79.8%
F vs FE
+105.3%
-25.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +2.6% | +4.1% | -1.5% | +1.2% |
| 3M | -8.8% | -1.0% | -7.8% | -8.5% |
| 6M | +4.6% | +4.0% | +0.6% | +3.0% |
| YTD | -1.9% | +6.8% | -8.7% | -4.5% |
| 1Y | -0.8% | +5.3% | -6.0% | -3.0% |
| 3Y | +43.5% | +44.6% | -1.1% | +23.9% |
| 5Y | -12.1% | +44.2% | -56.3% | -24.1% |
| All | +79.8% | +105.3% | -25.5% | +53.5% |
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