-4.9%
DOW vs FE
+57.1%
-62.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | +13.1% | +5.2% | +7.9% | +10.7% |
| 3M | +4.8% | 0.0% | +4.9% | +4.7% |
| 6M | -16.7% | +5.0% | -21.7% | -18.7% |
| YTD | +38.9% | +7.9% | +31.0% | +33.2% |
| 1Y | +48.3% | +6.3% | +42.0% | +42.9% |
| 3Y | -24.4% | +46.0% | -70.4% | -38.2% |
| 5Y | -29.2% | +45.6% | -74.9% | -43.2% |
| All | -4.9% | +57.1% | -62.0% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling