+462.0%
NDAQ vs FE
+107.2%
+354.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | 0.0% | +0.9% | +0.9% |
| 30D | +16.5% | +5.2% | +11.3% | +14.5% |
| 3M | +13.5% | 0.0% | +13.5% | +13.5% |
| 6M | +20.9% | +5.0% | +15.9% | +18.6% |
| YTD | +11.4% | +7.9% | +3.5% | +7.8% |
| 1Y | +25.9% | +6.3% | +19.6% | +22.5% |
| 3Y | +119.9% | +46.0% | +73.8% | +87.4% |
| 5Y | +61.7% | +45.6% | +16.1% | +36.7% |
| All | +462.0% | +107.2% | +354.9% | +348.3% |
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