+599.5%
XYZ vs FE
+105.3%
+494.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +12.1% | -1.0% | +13.2% | +12.6% |
| 30D | +12.4% | +4.1% | +8.2% | +10.3% |
| 3M | +8.2% | -1.0% | +9.2% | +8.5% |
| 6M | +20.7% | +4.0% | +16.7% | +18.1% |
| YTD | +31.3% | +6.8% | +24.5% | +26.0% |
| 1Y | +20.5% | +5.3% | +15.2% | +16.4% |
| 3Y | +72.6% | +44.6% | +28.0% | +37.7% |
| 5Y | -64.0% | +44.2% | -108.2% | -71.3% |
| All | +599.5% | +105.3% | +494.2% | +398.7% |
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