+102.2%
FE vs MOD
+911.6%
-809.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.7% |
| 7D | -1.0% | -25.5% | +24.5% | 0.0% |
| 30D | +4.1% | -49.0% | +53.2% | +6.9% |
| 3M | -1.0% | -49.8% | +48.8% | +1.5% |
| 6M | +4.0% | -64.8% | +68.8% | +7.9% |
| YTD | +6.8% | -27.6% | +34.5% | +6.6% |
| 1Y | +5.3% | -35.2% | +40.5% | +5.4% |
| 3Y | +44.6% | +137.1% | -92.6% | +29.8% |
| 5Y | +44.2% | +760.3% | -716.1% | +15.8% |
| All | +102.2% | +911.6% | -809.4% | +47.5% |
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