-35.3%
DOW vs FE
+50.0%
-85.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | +0.4% | -1.2% | +1.5% | +0.6% |
| 3M | -14.4% | +3.5% | -17.9% | -14.9% |
| 6M | -7.0% | -6.1% | -0.9% | -5.9% |
| YTD | +30.2% | +7.6% | +22.6% | +27.4% |
| 1Y | +29.2% | +11.9% | +17.3% | +24.4% |
| All | -35.3% | +50.0% | -85.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling