+51.9%
DOW vs FE
+6.1%
+45.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.1% |
| 30D | +14.7% | +8.1% | +6.6% | +15.6% |
| 3M | +9.1% | -1.3% | +10.4% | +9.0% |
| 6M | -17.7% | +2.9% | -20.6% | -17.0% |
| YTD | +44.6% | +8.6% | +36.1% | +46.3% |
| 1Y | +51.9% | +6.3% | +45.6% | +52.9% |
| All | +51.9% | +6.1% | +45.8% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling