+121.0%
FE vs A
+300.7%
-179.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +3.9% | +0.8% | +3.1% | +3.5% |
| 3M | -0.1% | +16.9% | -17.0% | -4.1% |
| 6M | +6.1% | +53.8% | -47.7% | -5.3% |
| YTD | +8.1% | +28.1% | -20.0% | +0.6% |
| 1Y | +4.4% | +15.0% | -10.6% | 0.0% |
| 3Y | +49.0% | +63.1% | -14.1% | +25.0% |
| 5Y | +46.1% | +11.5% | +34.7% | +36.1% |
| All | +121.0% | +300.7% | -179.6% | +33.2% |
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