+599.5%
XYZ vs FE
+107.4%
+492.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +12.1% | 0.0% | +12.2% | +12.2% |
| 30D | +12.4% | +5.2% | +7.2% | +9.9% |
| 3M | +8.2% | 0.0% | +8.2% | +8.1% |
| 6M | +20.7% | +5.0% | +15.6% | +17.6% |
| YTD | +31.3% | +7.9% | +23.4% | +25.5% |
| 1Y | +20.5% | +6.3% | +14.2% | +15.9% |
| 3Y | +72.6% | +46.0% | +26.6% | +37.1% |
| 5Y | -64.0% | +45.6% | -109.6% | -71.4% |
| All | +599.5% | +107.4% | +492.2% | +396.6% |
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