+500.9%
MAR vs FE
+123.7%
+377.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +14.3% | +3.9% | +10.4% | +13.2% |
| 3M | +20.0% | -0.1% | +20.1% | +20.0% |
| 6M | +21.7% | +6.1% | +15.7% | +19.8% |
| YTD | +37.7% | +8.1% | +29.6% | +34.6% |
| 1Y | +46.8% | +4.4% | +42.4% | +44.7% |
| 3Y | +121.0% | +49.0% | +72.0% | +96.6% |
| 5Y | +183.1% | +46.1% | +136.9% | +151.1% |
| All | +500.9% | +123.7% | +377.2% | +451.0% |
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