+220.4%
W vs FE
+120.9%
+99.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -7.4% | -0.4% | -7.0% | -7.2% |
| 30D | +7.8% | +3.6% | +4.2% | +6.0% |
| 3M | +10.9% | +0.3% | +10.6% | +10.6% |
| 6M | +86.4% | +6.4% | +80.0% | +81.1% |
| YTD | +14.0% | +8.1% | +5.8% | +9.5% |
| 1Y | +3.5% | +4.6% | -1.1% | +1.0% |
| 3Y | +164.8% | +49.1% | +115.7% | +113.0% |
| 5Y | -53.1% | +46.1% | -99.2% | -61.8% |
| 10Y | +220.4% | +122.7% | +97.7% | +178.2% |
| All | +220.4% | +120.9% | +99.5% | +178.2% |
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 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