+311.1%
SPOT vs FE
+98.7%
+212.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +16.9% | +4.5% | +12.4% | +16.2% |
| 3M | +23.0% | +1.3% | +21.6% | +22.7% |
| 6M | +42.2% | +8.7% | +33.5% | +40.3% |
| YTD | +5.5% | +9.2% | -3.7% | +4.0% |
| 1Y | -5.1% | +7.0% | -12.0% | -6.1% |
| 3Y | +257.9% | +51.4% | +206.5% | +232.3% |
| 5Y | +118.4% | +47.7% | +70.7% | +102.5% |
| All | +311.1% | +98.7% | +212.4% | +289.5% |
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