+474.7%
NDAQ vs FE
+105.3%
+369.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.8% | -1.0% | +1.9% | +1.2% |
| 30D | +16.5% | +4.1% | +12.4% | +14.9% |
| 3M | +13.5% | -1.0% | +14.5% | +13.9% |
| 6M | +20.9% | +4.0% | +16.9% | +19.1% |
| YTD | +11.4% | +6.8% | +4.6% | +8.2% |
| 1Y | +25.9% | +5.3% | +20.6% | +23.0% |
| 3Y | +119.9% | +44.6% | +75.3% | +88.2% |
| 5Y | +61.7% | +44.2% | +17.5% | +37.3% |
| All | +474.7% | +105.3% | +369.4% | +358.9% |
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