+460.1%
TEAM vs FE
+107.4%
+352.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.7% | -16.1% |
| 7D | -19.8% | 0.0% | -19.8% | -19.8% |
| 30D | -21.5% | +5.2% | -26.7% | -22.3% |
| 3M | +39.5% | 0.0% | +39.5% | +39.4% |
| 6M | +73.1% | +5.0% | +68.0% | +71.0% |
| YTD | -5.2% | +7.9% | -13.1% | -7.5% |
| 1Y | -1.6% | +6.3% | -7.9% | -3.7% |
| 3Y | -11.4% | +46.0% | -57.5% | -20.7% |
| 5Y | -65.1% | +45.6% | -110.7% | -68.7% |
| All | +460.1% | +107.4% | +352.7% | +399.1% |
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