+4.4%
FE vs A
+16.3%
-11.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | -0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.2% |
| 30D | +3.9% | +0.8% | +3.1% | +3.9% |
| 3M | -0.1% | +16.9% | -17.0% | +0.6% |
| 6M | +6.1% | +53.8% | -47.7% | +8.5% |
| YTD | +8.1% | +28.1% | -20.0% | +9.5% |
| 1Y | +4.4% | +15.0% | -10.6% | +7.2% |
| All | +4.4% | +16.3% | -11.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling