+61.4%
T vs FE
+120.9%
-59.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -1.0% | +3.6% | -4.6% | -2.2% |
| 3M | -8.1% | +0.3% | -8.4% | -8.3% |
| 6M | -8.3% | +6.4% | -14.7% | -10.3% |
| YTD | -6.1% | +8.1% | -14.2% | -8.9% |
| 1Y | -7.4% | +4.6% | -12.0% | -9.1% |
| 3Y | +65.4% | +49.1% | +16.3% | +42.3% |
| 5Y | +57.6% | +46.1% | +11.5% | +35.6% |
| 10Y | +61.4% | +122.7% | -61.3% | +27.5% |
| All | +61.4% | +120.9% | -59.5% | +27.5% |
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