+109.8%
FE vs A
+315.9%
-206.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.8% |
| 7D | 0.0% | -0.1% | 0.0% | -0.1% |
| 30D | +5.2% | +3.4% | +1.8% | +4.3% |
| 3M | 0.0% | +23.8% | -23.9% | -5.3% |
| 6M | +5.0% | +49.0% | -44.0% | -5.4% |
| YTD | +7.9% | +29.4% | -21.5% | +0.3% |
| 1Y | +6.3% | +19.4% | -13.0% | +0.9% |
| 3Y | +46.0% | +66.2% | -20.2% | +22.1% |
| 5Y | +45.6% | +15.8% | +29.8% | +33.9% |
| All | +109.8% | +315.9% | -206.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling