+46.3%
FE vs AR
+71.8%
-25.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -1.0% | -14.3% | +13.2% | 0.0% |
| 30D | +4.1% | +1.4% | +2.7% | +4.0% |
| 3M | -1.0% | +3.4% | -4.4% | -1.4% |
| 6M | +4.0% | -2.1% | +6.1% | +3.9% |
| YTD | +6.8% | +4.7% | +2.1% | +5.9% |
| 1Y | +5.3% | +10.6% | -5.3% | +3.9% |
| 3Y | +44.6% | +24.6% | +20.0% | +38.7% |
| All | +46.3% | +71.8% | -25.5% | +41.2% |
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