+537.5%
MAR vs FE
+110.9%
+426.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +17.0% | +4.3% | +12.7% | +15.8% |
| 3M | +23.2% | +0.4% | +22.8% | +23.0% |
| 6M | +21.7% | +6.9% | +14.8% | +19.5% |
| YTD | +38.9% | +8.0% | +30.9% | +35.8% |
| 1Y | +48.7% | +4.8% | +43.8% | +46.4% |
| 3Y | +122.9% | +49.0% | +74.0% | +98.2% |
| 5Y | +177.5% | +46.2% | +131.3% | +146.0% |
| 10Y | +537.5% | +120.9% | +416.7% | +484.6% |
| All | +537.5% | +110.9% | +426.7% | +484.6% |
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