+3,604.4%
FIX vs FE
+123.7%
+3,480.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +17.0% | -0.3% | +17.3% | +17.1% |
| 30D | -30.6% | +3.9% | -34.5% | -31.7% |
| 3M | -35.0% | -0.1% | -34.9% | -35.1% |
| 6M | -44.0% | +6.1% | -50.0% | -45.7% |
| YTD | +21.1% | +8.1% | +13.1% | +16.4% |
| 1Y | +16.3% | +4.4% | +11.8% | +13.2% |
| 3Y | +507.4% | +49.0% | +458.4% | +393.1% |
| 5Y | +1,052.1% | +46.1% | +1,005.9% | +832.4% |
| All | +3,604.4% | +123.7% | +3,480.7% | +2,694.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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