+533.3%
FE vs A
+457.0%
+76.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.9% | -1.9% | +3.9% | +2.2% |
| 30D | -1.2% | +6.9% | -8.1% | -2.1% |
| 3M | +3.5% | +9.2% | -5.7% | +2.2% |
| 6M | -6.1% | +25.7% | -31.7% | -9.2% |
| YTD | +7.6% | +11.5% | -3.9% | +5.5% |
| 1Y | +11.9% | +18.4% | -6.4% | +8.7% |
| 3Y | +48.4% | +26.6% | +21.8% | +41.4% |
| 5Y | +44.8% | -12.8% | +57.6% | +43.6% |
| 10Y | +115.9% | +247.2% | -131.3% | +80.2% |
| All | +533.3% | +457.0% | +76.3% | +354.8% |
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