+113.9%
FE vs A
+246.7%
-132.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +1.9% | -1.9% | +3.9% | +2.4% |
| 30D | -1.2% | +6.9% | -8.1% | -2.9% |
| 3M | +3.5% | +9.2% | -5.7% | +1.0% |
| 6M | -6.1% | +25.7% | -31.7% | -12.0% |
| YTD | +7.6% | +11.5% | -3.9% | +3.7% |
| 1Y | +11.9% | +18.4% | -6.4% | +5.8% |
| 3Y | +48.4% | +26.6% | +21.8% | +33.8% |
| 5Y | +44.8% | -12.8% | +57.6% | +45.4% |
| All | +113.9% | +246.7% | -132.8% | +34.2% |
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