+305.8%
SPY vs FE
+120.7%
+185.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -3.7% | +4.3% | -8.0% | -5.0% |
| 3M | -2.7% | +0.4% | -3.1% | -3.0% |
| 6M | +2.2% | +6.9% | -4.8% | -0.2% |
| YTD | +10.8% | +8.0% | +2.8% | +7.6% |
| 1Y | +11.2% | +4.8% | +6.4% | +9.0% |
| 3Y | +76.5% | +49.0% | +27.5% | +52.0% |
| 5Y | +72.9% | +46.2% | +26.7% | +48.7% |
| All | +305.8% | +120.7% | +185.1% | +231.0% |
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