+383.5%
V vs FE
+114.5%
+269.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.7% | +1.9% | -3.7% | -2.3% |
| 30D | +2.0% | -1.2% | +3.1% | +2.3% |
| 3M | +17.4% | +3.5% | +13.9% | +15.9% |
| 6M | +17.5% | -6.1% | +23.6% | +19.6% |
| YTD | +7.6% | +7.6% | 0.0% | +4.5% |
| 1Y | +7.7% | +11.9% | -4.2% | +3.1% |
| 3Y | +54.7% | +48.4% | +6.2% | +32.6% |
| 5Y | +73.0% | +44.8% | +28.3% | +47.9% |
| All | +383.5% | +114.5% | +269.0% | +291.4% |
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