+102.6%
V vs FE
+46.2%
+56.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +2.9% | +0.6% | +2.4% | +2.8% |
| 30D | +14.0% | +6.4% | +7.6% | +12.3% |
| 3M | +14.9% | -0.5% | +15.3% | +14.9% |
| 6M | +31.7% | +4.7% | +27.0% | +30.1% |
| YTD | +21.2% | +8.4% | +12.8% | +18.3% |
| 1Y | +25.3% | +7.2% | +18.0% | +22.5% |
| 3Y | +77.5% | +44.9% | +32.6% | +57.9% |
| 5Y | +102.6% | +46.3% | +56.3% | +75.2% |
| All | +102.6% | +46.2% | +56.4% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling