+3,653.2%
FIX vs FE
+105.3%
+3,547.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +6.0% |
| 7D | -17.5% | -1.0% | -16.4% | -17.2% |
| 30D | -41.6% | +4.1% | -45.7% | -42.6% |
| 3M | -40.6% | -1.0% | -39.6% | -40.5% |
| 6M | -49.4% | +4.0% | -53.4% | -50.5% |
| YTD | +9.2% | +6.8% | +2.4% | +5.4% |
| 1Y | +6.5% | +5.3% | +1.2% | +3.3% |
| 3Y | +448.7% | +44.6% | +404.1% | +353.0% |
| 5Y | +948.7% | +44.2% | +904.5% | +756.7% |
| All | +3,653.2% | +105.3% | +3,547.9% | +2,763.4% |
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