+1,381.0%
NET vs FE
+32.4%
+1,348.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | +1.7% | -18.0% | -16.7% |
| 30D | -25.8% | +8.1% | -34.0% | -27.3% |
| 3M | -11.5% | -1.3% | -10.2% | -11.4% |
| 6M | +18.9% | +2.9% | +16.0% | +17.6% |
| YTD | +35.2% | +8.6% | +26.7% | +31.5% |
| 1Y | +14.5% | +6.3% | +8.1% | +11.9% |
| 3Y | +313.8% | +45.1% | +268.7% | +263.0% |
| 5Y | +32.6% | +47.1% | -14.6% | +16.1% |
| All | +1,381.0% | +32.4% | +1,348.6% | +1,184.4% |
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