+306.8%
SPOT vs FE
+96.5%
+210.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +14.6% | +4.3% | +10.2% | +13.9% |
| 3M | +18.4% | +0.4% | +18.1% | +18.4% |
| 6M | +45.1% | +6.9% | +38.1% | +43.5% |
| YTD | +4.4% | +8.0% | -3.6% | +3.1% |
| 1Y | -2.7% | +4.8% | -7.5% | -3.5% |
| 3Y | +254.6% | +49.0% | +205.6% | +230.1% |
| 5Y | +124.8% | +46.2% | +78.5% | +108.8% |
| All | +306.8% | +96.5% | +210.3% | +286.1% |
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