+102.2%
FE vs Z
-14.9%
+117.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | -1.0% | -4.6% | +3.5% | -0.8% |
| 30D | +4.1% | +8.3% | -4.2% | +3.4% |
| 3M | -1.0% | -11.6% | +10.6% | -0.5% |
| 6M | +4.0% | -33.6% | +37.6% | +6.4% |
| YTD | +6.8% | -56.7% | +63.5% | +12.1% |
| 1Y | +5.3% | -59.1% | +64.4% | +10.9% |
| 3Y | +44.6% | -20.4% | +64.9% | +42.2% |
| 5Y | +44.2% | -55.3% | +99.5% | +44.7% |
| All | +102.2% | -14.9% | +117.1% | +78.9% |
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