+194.8%
COR vs FE
+46.9%
+148.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | +7.7% | +4.3% | +3.4% | +6.0% |
| 3M | +7.5% | +0.4% | +7.1% | +7.3% |
| 6M | +34.1% | +6.9% | +27.2% | +30.7% |
| YTD | +3.9% | +8.0% | -4.1% | +0.9% |
| 1Y | -3.6% | +4.8% | -8.5% | -5.4% |
| 3Y | +80.5% | +49.0% | +31.6% | +56.3% |
| All | +194.8% | +46.9% | +148.0% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling