+94.2%
KEY vs FE
+126.1%
-31.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.4% |
| 30D | +8.4% | +4.5% | +3.9% | +6.4% |
| 3M | -5.8% | +1.3% | -7.1% | -6.3% |
| 6M | +5.4% | +8.7% | -3.2% | +1.5% |
| YTD | +7.1% | +9.2% | -2.2% | +2.4% |
| 1Y | +26.8% | +7.0% | +19.8% | +22.2% |
| 3Y | +128.7% | +51.4% | +77.3% | +85.0% |
| 5Y | +13.6% | +47.7% | -34.1% | -8.0% |
| All | +94.2% | +126.1% | -31.9% | +68.9% |
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