+469.3%
NDAQ vs FE
+108.0%
+361.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | +15.9% | +4.6% | +11.2% | +14.0% |
| 3M | +15.1% | -0.8% | +15.9% | +15.4% |
| 6M | +22.9% | +7.3% | +15.6% | +19.7% |
| YTD | +12.8% | +8.3% | +4.5% | +9.1% |
| 1Y | +26.0% | +5.7% | +20.3% | +22.9% |
| 3Y | +119.7% | +49.0% | +70.7% | +85.9% |
| 5Y | +65.4% | +49.2% | +16.2% | +38.6% |
| 10Y | +469.3% | +110.7% | +358.6% | +353.4% |
| All | +469.3% | +108.0% | +361.3% | +353.4% |
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