+1,006.2%
TER vs FE
+110.9%
+895.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.1% | +12.3% | +12.4% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -39.1% | +4.3% | -43.4% | -39.9% |
| 3M | -32.8% | +0.4% | -33.2% | -33.0% |
| 6M | -31.7% | +6.9% | -38.7% | -33.6% |
| YTD | +26.9% | +8.0% | +18.9% | +22.9% |
| 1Y | +33.6% | +4.8% | +28.7% | +30.4% |
| 3Y | +181.5% | +49.0% | +132.6% | +140.3% |
| 5Y | +76.1% | +46.2% | +29.9% | +49.9% |
| 10Y | +1,006.2% | +120.9% | +885.3% | +852.4% |
| All | +1,006.2% | +110.9% | +895.3% | +852.4% |
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