+56.2%
FE vs S
-49.1%
+105.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | +4.3% | -10.8% | +15.1% | +4.4% |
| 3M | +0.4% | +5.4% | -5.0% | +0.3% |
| 6M | +6.9% | +41.2% | -34.3% | +6.6% |
| YTD | +8.0% | +56.2% | -48.2% | +7.6% |
| 1Y | +4.8% | +36.3% | -31.5% | +4.5% |
| 3Y | +49.0% | +49.4% | -0.5% | +47.3% |
| 5Y | +46.2% | -66.9% | +113.1% | +43.8% |
| All | +56.2% | -49.1% | +105.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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