+346.5%
RF vs FE
+115.1%
+231.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.5% |
| 30D | -3.6% | -1.2% | -2.4% | -3.2% |
| 3M | +8.1% | +3.5% | +4.6% | +6.4% |
| 6M | +11.5% | -6.1% | +17.5% | +13.9% |
| YTD | +15.6% | +7.6% | +8.0% | +11.6% |
| 1Y | +15.7% | +11.9% | +3.8% | +9.7% |
| 3Y | +86.9% | +48.4% | +38.5% | +55.3% |
| 5Y | +89.8% | +44.8% | +45.0% | +57.6% |
| All | +346.5% | +115.1% | +231.4% | +287.2% |
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