+444.2%
V vs FE
+108.0%
+336.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | -1.1% | +0.4% | -0.4% |
| 30D | +9.5% | +4.6% | +4.9% | +7.9% |
| 3M | +16.7% | -0.8% | +17.5% | +16.9% |
| 6M | +32.9% | +7.3% | +25.7% | +29.7% |
| YTD | +21.1% | +8.3% | +12.8% | +17.3% |
| 1Y | +26.6% | +5.7% | +21.0% | +23.7% |
| 3Y | +78.4% | +49.0% | +29.3% | +52.7% |
| 5Y | +105.5% | +49.2% | +56.3% | +73.7% |
| 10Y | +444.2% | +110.7% | +333.6% | +342.8% |
| All | +444.2% | +108.0% | +336.2% | +342.8% |
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