+877.4%
TER vs FE
+107.2%
+770.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | 0.0% | -20.4% | -20.5% |
| 30D | -47.0% | +5.2% | -52.2% | -47.8% |
| 3M | -43.3% | 0.0% | -43.3% | -43.4% |
| 6M | -42.9% | +5.0% | -47.9% | -44.1% |
| YTD | +12.9% | +7.9% | +5.0% | +9.3% |
| 1Y | +18.2% | +6.3% | +11.8% | +14.9% |
| 3Y | +151.8% | +46.0% | +105.8% | +116.5% |
| 5Y | +54.2% | +45.6% | +8.6% | +31.4% |
| All | +877.4% | +107.2% | +770.2% | +748.8% |
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