+121.0%
FE vs M
-8.5%
+129.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +3.9% | +7.0% | -3.1% | +3.3% |
| 3M | -0.1% | +3.1% | -3.2% | -0.4% |
| 6M | +6.1% | +33.5% | -27.4% | +3.8% |
| YTD | +8.1% | +13.4% | -5.3% | +6.6% |
| 1Y | +4.4% | +22.4% | -18.0% | +2.4% |
| 3Y | +49.0% | +150.9% | -101.9% | +36.0% |
| 5Y | +46.1% | -3.0% | +49.2% | +40.1% |
| All | +121.0% | -8.5% | +129.5% | +70.4% |
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