+528.7%
FE vs A
+546.2%
-17.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.6% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | +4.1% | +3.4% | +0.8% | +3.7% |
| 3M | -1.0% | +23.8% | -24.8% | -3.9% |
| 6M | +4.0% | +49.0% | -45.0% | -1.7% |
| YTD | +6.8% | +29.4% | -22.6% | +2.6% |
| 1Y | +5.3% | +19.4% | -14.1% | +2.2% |
| 3Y | +44.6% | +66.2% | -21.6% | +32.9% |
| 5Y | +44.2% | +15.8% | +28.4% | +37.7% |
| 10Y | +107.3% | +326.1% | -218.8% | +68.6% |
| All | +528.7% | +546.2% | -17.6% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling