+210.1%
W vs FE
+126.1%
+84.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +0.2% | +1.2% | -1.1% | -0.4% |
| 30D | +6.8% | +4.5% | +2.3% | +4.6% |
| 3M | +10.7% | +1.3% | +9.3% | +9.9% |
| 6M | +86.3% | +8.7% | +77.7% | +79.3% |
| YTD | +11.5% | +9.2% | +2.2% | +6.6% |
| 1Y | +5.1% | +7.0% | -1.9% | +1.4% |
| 3Y | +171.0% | +51.4% | +119.6% | +116.4% |
| 5Y | -56.6% | +47.7% | -104.3% | -64.8% |
| All | +210.1% | +126.1% | +84.0% | +167.9% |
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