+325.3%
IR vs FE
+137.6%
+187.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +7.4% | +5.2% | +2.3% | +5.7% |
| 3M | -5.9% | 0.0% | -5.9% | -6.0% |
| 6M | +5.6% | +5.0% | +0.5% | +3.8% |
| YTD | +4.8% | +7.9% | -3.1% | +2.1% |
| 1Y | +6.9% | +6.3% | +0.6% | +4.5% |
| 3Y | +27.6% | +46.0% | -18.5% | +10.6% |
| 5Y | +45.8% | +45.6% | +0.2% | +25.7% |
| All | +325.3% | +137.6% | +187.7% | +254.8% |
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