-48.5%
TE vs FE
+28.1%
-76.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.1% |
| 7D | +18.2% | +0.6% | +17.6% | +18.2% |
| 30D | -13.5% | -2.1% | -11.4% | -13.3% |
| 3M | -44.6% | +2.6% | -47.2% | -44.8% |
| 6M | -24.7% | -6.8% | -17.9% | -24.3% |
| YTD | -24.3% | +6.9% | -31.1% | -25.2% |
| 1Y | +155.6% | +11.6% | +144.0% | +151.4% |
| 3Y | -18.3% | +47.7% | -66.0% | -23.2% |
| 5Y | -41.3% | +46.2% | -87.5% | -44.3% |
| All | -48.5% | +28.1% | -76.5% | -50.5% |
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