+894.6%
FIX vs FE
+46.2%
+848.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.4% | -11.5% |
| 7D | -27.2% | +0.6% | -27.8% | -27.3% |
| 30D | -46.9% | +6.4% | -53.3% | -47.6% |
| 3M | -44.4% | -0.5% | -44.0% | -44.4% |
| 6M | -50.9% | +4.7% | -55.7% | -51.6% |
| YTD | +3.5% | +8.4% | -4.8% | +1.2% |
| 1Y | -2.1% | +7.2% | -9.3% | -4.1% |
| 3Y | +418.7% | +44.9% | +373.9% | +350.1% |
| 5Y | +894.6% | +46.3% | +848.3% | +737.6% |
| All | +894.6% | +46.2% | +848.3% | +737.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling