+49.9%
FE vs A
+67.3%
-17.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +3.6% | +3.3% | +0.3% | +3.4% |
| 3M | +0.3% | +18.5% | -18.2% | -0.7% |
| 6M | +6.4% | +59.3% | -52.9% | +3.3% |
| YTD | +8.1% | +31.0% | -22.9% | +6.6% |
| 1Y | +4.6% | +19.3% | -14.7% | +4.2% |
| All | +49.9% | +67.3% | -17.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling