+105.1%
FE vs MOD
+857.0%
-751.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.1% |
| 7D | +0.6% | -34.2% | +34.7% | +2.2% |
| 30D | +6.4% | -51.9% | +58.3% | +9.5% |
| 3M | -0.5% | -53.0% | +52.6% | +2.4% |
| 6M | +4.7% | -66.4% | +71.1% | +8.9% |
| YTD | +8.4% | -31.5% | +39.9% | +8.4% |
| 1Y | +7.2% | -39.6% | +46.8% | +7.7% |
| 3Y | +44.9% | +116.8% | -71.9% | +30.7% |
| 5Y | +46.3% | +713.8% | -667.5% | +17.7% |
| All | +105.1% | +857.0% | -751.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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