+122.7%
FE vs A
+308.8%
-186.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +3.6% | +3.3% | +0.3% | +2.7% |
| 3M | +0.3% | +18.5% | -18.2% | -3.9% |
| 6M | +6.4% | +59.3% | -52.9% | -5.8% |
| YTD | +8.1% | +31.0% | -22.9% | +0.1% |
| 1Y | +4.6% | +19.3% | -14.7% | -0.7% |
| 3Y | +49.1% | +66.8% | -17.7% | +24.5% |
| 5Y | +46.1% | +15.5% | +30.6% | +34.7% |
| 10Y | +122.7% | +312.3% | -189.6% | +35.3% |
| All | +122.7% | +308.8% | -186.1% | +35.3% |
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