+336.0%
IR vs FE
+138.1%
+197.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +7.6% | +3.6% | +4.0% | +6.4% |
| 3M | +0.1% | +0.3% | -0.2% | -0.1% |
| 6M | +14.0% | +6.4% | +7.5% | +11.6% |
| YTD | +7.5% | +8.1% | -0.6% | +4.6% |
| 1Y | +10.1% | +4.6% | +5.5% | +8.2% |
| 3Y | +24.9% | +49.1% | -24.3% | +7.5% |
| 5Y | +46.9% | +46.1% | +0.8% | +26.6% |
| All | +336.0% | +138.1% | +197.9% | +263.5% |
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