+627.7%
GEV vs FE
+34.5%
+593.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.2% |
| 7D | +3.2% | -0.2% | +3.3% | +3.1% |
| 30D | -4.0% | -1.2% | -2.8% | -4.4% |
| 3M | +3.4% | +1.7% | +1.8% | +3.9% |
| 6M | +14.7% | -7.5% | +22.2% | +12.5% |
| YTD | +45.8% | +6.3% | +39.5% | +49.0% |
| 1Y | +57.4% | +10.9% | +46.5% | +63.6% |
| All | +627.7% | +34.5% | +593.2% | +697.4% |
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