+634.6%
XYZ vs FE
+110.9%
+523.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +12.6% | -0.5% | +13.1% | +12.9% |
| 30D | +10.8% | +4.3% | +6.5% | +8.7% |
| 3M | +8.4% | +0.4% | +8.0% | +8.1% |
| 6M | +14.3% | +6.9% | +7.4% | +10.6% |
| YTD | +31.5% | +8.0% | +23.5% | +25.6% |
| 1Y | +28.1% | +4.8% | +23.3% | +24.1% |
| 3Y | +66.2% | +49.0% | +17.2% | +30.7% |
| 5Y | -62.3% | +46.2% | -108.5% | -70.1% |
| 10Y | +634.6% | +120.9% | +513.7% | +410.0% |
| All | +634.6% | +110.9% | +523.7% | +410.0% |
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