+110.0%
FE vs SHAK
+87.2%
+22.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.5% |
| 7D | -1.4% | -8.3% | +6.9% | -0.7% |
| 30D | -1.9% | -12.6% | +10.8% | -0.8% |
| 3M | -0.2% | +9.1% | -9.3% | -1.1% |
| 6M | -7.1% | -31.2% | +24.2% | -5.1% |
| YTD | +6.1% | -21.6% | +27.7% | +6.9% |
| 1Y | +10.1% | -38.8% | +48.9% | +13.1% |
| 3Y | +46.9% | +0.6% | +46.2% | +39.2% |
| 5Y | +50.0% | -22.5% | +72.5% | +42.2% |
| All | +110.0% | +87.2% | +22.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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