+449.7%
V vs FE
+105.3%
+344.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +13.6% | +4.1% | +9.4% | +12.1% |
| 3M | +14.3% | -1.0% | +15.3% | +14.6% |
| 6M | +33.1% | +4.0% | +29.1% | +31.2% |
| YTD | +21.2% | +6.8% | +14.4% | +18.0% |
| 1Y | +26.4% | +5.3% | +21.1% | +23.6% |
| 3Y | +77.6% | +44.6% | +33.0% | +53.7% |
| 5Y | +102.6% | +44.2% | +58.4% | +73.3% |
| All | +449.7% | +105.3% | +344.4% | +352.8% |
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