+55.5%
T vs FE
+107.4%
-51.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +1.0% | 0.0% | +1.1% | +1.0% |
| 30D | -10.6% | +5.2% | -15.8% | -12.2% |
| 3M | -7.7% | 0.0% | -7.7% | -7.8% |
| 6M | -13.3% | +5.0% | -18.3% | -14.8% |
| YTD | -8.8% | +7.9% | -16.7% | -11.4% |
| 1Y | -8.4% | +6.3% | -14.7% | -10.6% |
| 3Y | +59.6% | +46.0% | +13.6% | +38.4% |
| 5Y | +52.1% | +45.6% | +6.4% | +31.0% |
| All | +55.5% | +107.4% | -51.8% | +27.1% |
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