+110.7%
FE vs M
+3.7%
+107.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.1% |
| 7D | -1.1% | +2.5% | -3.7% | -1.4% |
| 30D | +4.6% | +10.1% | -5.4% | +3.9% |
| 3M | -0.8% | -0.9% | +0.1% | -0.9% |
| 6M | +7.3% | +30.2% | -22.9% | +5.1% |
| YTD | +8.3% | +16.3% | -8.0% | +6.7% |
| 1Y | +5.7% | +27.0% | -21.3% | +3.4% |
| 3Y | +49.0% | +154.5% | -105.5% | +36.1% |
| 5Y | +49.2% | -1.1% | +50.2% | +42.9% |
| 10Y | +110.7% | +0.5% | +110.2% | +62.8% |
| All | +110.7% | +3.7% | +107.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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