+365.7%
SE vs FE
+110.3%
+255.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -20.0% | +5.2% | -25.2% | -21.5% |
| 3M | -31.8% | 0.0% | -31.7% | -31.8% |
| 6M | -15.9% | +5.0% | -20.9% | -17.9% |
| YTD | -40.6% | +7.9% | -48.5% | -42.8% |
| 1Y | -50.7% | +6.3% | -57.0% | -52.3% |
| 3Y | +70.3% | +46.0% | +24.3% | +41.6% |
| 5Y | -78.8% | +45.6% | -124.5% | -82.4% |
| All | +365.7% | +110.3% | +255.4% | +236.7% |
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