-76.0%
TE vs FE
+29.3%
-105.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -12.6% | 0.0% | -12.6% | -12.6% |
| 30D | -36.7% | +5.2% | -41.9% | -37.0% |
| 3M | -57.5% | 0.0% | -57.5% | -57.5% |
| 6M | -55.2% | +5.0% | -60.3% | -55.6% |
| YTD | -64.7% | +7.9% | -72.6% | -65.1% |
| 1Y | -35.9% | +6.3% | -42.2% | -36.6% |
| 3Y | -31.8% | +46.0% | -77.8% | -35.8% |
| 5Y | -79.4% | +45.6% | -125.1% | -80.5% |
| All | -76.0% | +29.3% | -105.3% | -77.0% |
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