+44.6%
FE vs A
+64.2%
-19.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.5% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +4.1% | +3.4% | +0.8% | +3.9% |
| 3M | -1.0% | +23.8% | -24.8% | -2.3% |
| 6M | +4.0% | +49.0% | -45.0% | +1.4% |
| YTD | +6.8% | +29.4% | -22.6% | +5.4% |
| 1Y | +5.3% | +19.4% | -14.1% | +4.8% |
| 3Y | +44.6% | +66.2% | -21.6% | +32.2% |
| All | +44.6% | +64.2% | -19.7% | +32.2% |
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 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