+253.8%
RF vs FE
+107.2%
+146.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +6.0% | +5.2% | +0.8% | +3.9% |
| 3M | -8.9% | 0.0% | -8.9% | -8.9% |
| 6M | +2.3% | +5.0% | -2.7% | +0.1% |
| YTD | +7.6% | +7.9% | -0.3% | +3.7% |
| 1Y | +21.2% | +6.3% | +14.8% | +17.3% |
| 3Y | +108.5% | +46.0% | +62.5% | +73.9% |
| 5Y | +43.2% | +45.6% | -2.4% | +18.3% |
| All | +253.8% | +107.2% | +146.6% | +206.5% |
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