+58.8%
T vs FE
+110.9%
-52.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -1.1% | +4.3% | -5.4% | -2.5% |
| 3M | -7.7% | +0.4% | -8.1% | -7.9% |
| 6M | -10.6% | +6.9% | -17.6% | -12.7% |
| YTD | -7.5% | +8.0% | -15.5% | -10.2% |
| 1Y | -7.4% | +4.8% | -12.2% | -9.2% |
| 3Y | +63.1% | +49.0% | +14.1% | +40.3% |
| 5Y | +55.2% | +46.2% | +9.0% | +33.4% |
| 10Y | +58.8% | +120.9% | -62.1% | +25.6% |
| All | +58.8% | +110.9% | -52.1% | +25.6% |
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