+488.5%
NDAQ vs FE
+126.1%
+362.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | +1.3% | +1.2% | 0.0% | +0.8% |
| 30D | +18.0% | +4.5% | +13.4% | +16.1% |
| 3M | +11.5% | +1.3% | +10.2% | +11.0% |
| 6M | +21.1% | +8.7% | +12.4% | +17.3% |
| YTD | +12.8% | +9.2% | +3.6% | +8.7% |
| 1Y | +25.7% | +7.0% | +18.7% | +22.0% |
| 3Y | +116.8% | +51.4% | +65.4% | +82.1% |
| 5Y | +67.3% | +47.7% | +19.6% | +40.5% |
| All | +488.5% | +126.1% | +362.3% | +367.7% |
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