+46.3%
FE vs AR
+75.2%
-28.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | +0.6% | -11.7% | +12.3% | +1.4% |
| 30D | +6.4% | +1.8% | +4.6% | +6.2% |
| 3M | -0.5% | +6.0% | -6.4% | -1.0% |
| 6M | +4.7% | -7.0% | +11.8% | +5.0% |
| YTD | +8.4% | +5.6% | +2.8% | +7.4% |
| 1Y | +7.2% | +10.8% | -3.6% | +5.8% |
| 3Y | +44.9% | +19.3% | +25.6% | +39.5% |
| 5Y | +46.3% | +73.3% | -27.0% | +41.4% |
| All | +46.3% | +75.2% | -28.9% | +41.4% |
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