+122.7%
FE vs M
-5.1%
+127.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | +3.6% | +8.1% | -4.5% | +3.0% |
| 3M | +0.3% | +2.2% | -1.9% | 0.0% |
| 6M | +6.4% | +35.1% | -28.7% | +4.0% |
| YTD | +8.1% | +15.8% | -7.7% | +6.5% |
| 1Y | +4.6% | +25.8% | -21.2% | +2.4% |
| 3Y | +49.1% | +156.2% | -107.1% | +35.9% |
| 5Y | +46.1% | -2.4% | +48.5% | +40.0% |
| 10Y | +122.7% | -7.1% | +129.8% | +71.7% |
| All | +122.7% | -5.1% | +127.8% | +71.7% |
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