+5,892.0%
FIX vs FE
+115.1%
+5,776.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | -7.2% | -1.2% | -6.1% | -6.8% |
| 3M | -15.9% | +3.5% | -19.3% | -17.4% |
| 6M | +12.7% | -6.1% | +18.8% | +14.8% |
| YTD | +72.8% | +7.6% | +65.2% | +66.8% |
| 1Y | +122.9% | +11.9% | +111.0% | +111.3% |
| 3Y | +774.3% | +48.4% | +725.9% | +613.7% |
| 5Y | +2,049.5% | +44.8% | +2,004.7% | +1,658.9% |
| All | +5,892.0% | +115.1% | +5,776.9% | +4,410.5% |
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