-80.5%
TE vs FE
+30.9%
-111.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | -19.1% | +1.2% | -20.3% | -19.2% |
| 30D | -34.1% | +4.5% | -38.7% | -34.4% |
| 3M | -60.1% | +1.3% | -61.5% | -60.2% |
| 6M | -66.0% | +8.7% | -74.6% | -66.3% |
| YTD | -71.4% | +9.2% | -80.6% | -71.8% |
| 1Y | -45.3% | +7.0% | -52.2% | -46.0% |
| 3Y | +9.1% | +51.4% | -42.2% | +2.2% |
| 5Y | -82.6% | +47.7% | -130.3% | -83.5% |
| All | -80.5% | +30.9% | -111.4% | -81.4% |
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