+540.2%
MAR vs FE
+107.4%
+432.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +16.8% | +5.2% | +11.6% | +15.4% |
| 3M | +16.0% | 0.0% | +16.1% | +16.0% |
| 6M | +16.5% | +5.0% | +11.4% | +14.9% |
| YTD | +35.0% | +7.9% | +27.1% | +32.1% |
| 1Y | +49.4% | +6.3% | +43.0% | +46.6% |
| 3Y | +124.1% | +46.0% | +78.0% | +100.4% |
| 5Y | +159.2% | +45.6% | +113.5% | +130.2% |
| All | +540.2% | +107.4% | +432.9% | +500.7% |
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