-10.8%
DOW vs FE
+56.7%
-67.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | -2.4% | +1.9% | -4.3% | -3.2% |
| 30D | +0.4% | -1.2% | +1.5% | +0.8% |
| 3M | -14.4% | +3.5% | -17.9% | -15.8% |
| 6M | -7.0% | -6.1% | -0.9% | -4.9% |
| YTD | +30.2% | +7.6% | +22.6% | +25.1% |
| 1Y | +29.2% | +11.9% | +17.3% | +21.5% |
| 3Y | -36.7% | +48.4% | -85.1% | -48.8% |
| 5Y | -37.7% | +44.8% | -82.5% | -49.9% |
| All | -10.8% | +56.7% | -67.5% | -13.7% |
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 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