+47.8%
FE vs AR
+71.8%
-24.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | 0.0% | -14.3% | +14.2% | +1.0% |
| 30D | +5.2% | +1.4% | +3.8% | +5.0% |
| 3M | 0.0% | +3.4% | -3.4% | -0.4% |
| 6M | +5.0% | -2.1% | +7.1% | +4.9% |
| YTD | +7.9% | +4.7% | +3.2% | +7.0% |
| 1Y | +6.3% | +10.6% | -4.2% | +4.9% |
| 3Y | +46.0% | +24.6% | +21.4% | +40.0% |
| All | +47.8% | +71.8% | -24.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling