+441.9%
MAR vs FE
+110.4%
+331.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -4.7% | -1.2% | -3.5% | -4.4% |
| 3M | -15.6% | +1.7% | -17.3% | -16.0% |
| 6M | +1.2% | -7.5% | +8.7% | +3.0% |
| YTD | +7.5% | +6.3% | +1.2% | +5.6% |
| 1Y | +26.6% | +10.9% | +15.8% | +23.0% |
| 3Y | +66.0% | +46.9% | +19.0% | +48.1% |
| 5Y | +154.1% | +47.6% | +106.5% | +124.7% |
| 10Y | +441.9% | +114.5% | +327.4% | +388.6% |
| All | +441.9% | +110.4% | +331.5% | +388.6% |
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