+110.5%
FE vs MKTX
+5.1%
+105.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | +0.6% | +41.1% | -40.5% | -5.5% |
| 6M | -6.8% | -9.5% | +2.7% | -5.8% |
| YTD | +6.4% | -8.7% | +15.1% | +7.4% |
| 1Y | +11.3% | -10.0% | +21.2% | +12.4% |
| 3Y | +47.1% | -24.6% | +71.7% | +50.0% |
| 5Y | +50.4% | -60.3% | +110.7% | +70.0% |
| All | +110.5% | +5.1% | +105.4% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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