-87.0%
OPEN vs FE
+51.0%
-138.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.4% | -20.4% | -21.2% |
| 7D | -22.2% | -1.0% | -21.2% | -21.8% |
| 30D | -38.3% | +4.1% | -42.5% | -39.2% |
| 3M | -59.4% | -1.0% | -58.3% | -59.2% |
| 6M | -74.4% | +4.0% | -78.4% | -74.8% |
| YTD | -76.0% | +6.8% | -82.8% | -76.8% |
| 1Y | -78.7% | +5.3% | -83.9% | -79.2% |
| 3Y | -30.0% | +44.6% | -74.6% | -39.6% |
| 5Y | -93.7% | +44.2% | -137.9% | -94.5% |
| All | -87.0% | +51.0% | -138.1% | -88.6% |
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