+120.9%
FE vs Z
-19.5%
+140.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.1% |
| 7D | -0.5% | -6.5% | +5.9% | -0.2% |
| 30D | +4.3% | -0.1% | +4.4% | +4.2% |
| 3M | +0.4% | -14.1% | +14.5% | +1.1% |
| 6M | +6.9% | -30.1% | +37.0% | +8.9% |
| YTD | +8.0% | -57.5% | +65.5% | +13.5% |
| 1Y | +4.8% | -60.3% | +65.2% | +10.5% |
| 3Y | +49.0% | -21.0% | +70.0% | +46.6% |
| 5Y | +46.2% | -54.9% | +101.1% | +46.5% |
| 10Y | +120.9% | -16.0% | +136.9% | +100.2% |
| All | +120.9% | -19.5% | +140.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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