+56.3%
FE vs S
-51.5%
+107.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | 0.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.3% |
| 30D | +3.9% | -7.2% | +11.0% | +3.9% |
| 3M | -0.1% | 0.0% | -0.1% | -0.1% |
| 6M | +6.1% | +41.6% | -35.5% | +5.7% |
| YTD | +8.1% | +48.6% | -40.5% | +7.6% |
| 1Y | +4.4% | +30.0% | -25.6% | +4.1% |
| 3Y | +49.0% | +42.2% | +6.9% | +47.4% |
| 5Y | +46.1% | -70.8% | +116.9% | +43.7% |
| All | +56.3% | -51.5% | +107.8% | +53.7% |
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