+337.2%
IR vs FE
+137.9%
+199.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.3% | -0.3% | +4.5% | +4.3% |
| 30D | +8.1% | +3.9% | +4.2% | +6.8% |
| 3M | +0.7% | -0.1% | +0.8% | +0.6% |
| 6M | +16.6% | +6.1% | +10.5% | +14.3% |
| YTD | +7.8% | +8.1% | -0.3% | +4.9% |
| 1Y | +9.9% | +4.4% | +5.5% | +8.1% |
| 3Y | +25.2% | +49.0% | -23.8% | +7.8% |
| 5Y | +46.8% | +46.1% | +0.7% | +26.5% |
| All | +337.2% | +137.9% | +199.3% | +264.6% |
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 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