+62.5%
T vs FE
+123.7%
-61.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | -2.9% | +3.9% | -6.8% | -4.2% |
| 3M | -7.5% | -0.1% | -7.4% | -7.5% |
| 6M | -9.9% | +6.1% | -16.0% | -11.8% |
| YTD | -6.4% | +8.1% | -14.5% | -9.2% |
| 1Y | -9.4% | +4.4% | -13.8% | -11.0% |
| 3Y | +64.9% | +49.0% | +15.8% | +41.8% |
| 5Y | +57.0% | +46.1% | +10.8% | +35.0% |
| All | +62.5% | +123.7% | -61.2% | +28.6% |
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