-87.9%
OPEN vs FE
+52.7%
-140.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -24.7% | -0.5% | -24.2% | -24.5% |
| 30D | -41.0% | +4.3% | -45.3% | -41.9% |
| 3M | -62.4% | +0.4% | -62.7% | -62.4% |
| 6M | -73.9% | +6.9% | -80.8% | -74.6% |
| YTD | -77.5% | +8.0% | -85.5% | -78.4% |
| 1Y | -83.6% | +4.8% | -88.4% | -84.0% |
| 3Y | -37.0% | +49.0% | -86.0% | -46.2% |
| 5Y | -93.3% | +46.2% | -139.5% | -94.1% |
| All | -87.9% | +52.7% | -140.6% | -89.3% |
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