+122.5%
FE vs A
+311.0%
-188.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | +4.3% | +4.3% | 0.0% | +3.2% |
| 3M | +0.4% | +19.8% | -19.4% | -4.1% |
| 6M | +6.9% | +54.4% | -47.4% | -4.6% |
| YTD | +8.0% | +31.7% | -23.7% | -0.1% |
| 1Y | +4.8% | +22.4% | -17.6% | -1.2% |
| 3Y | +49.0% | +67.7% | -18.7% | +24.2% |
| 5Y | +46.2% | +15.7% | +30.5% | +34.8% |
| All | +122.5% | +311.0% | -188.5% | +35.0% |
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