+113.1%
FE vs AR
-27.2%
+140.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.8% |
| 30D | -1.2% | +14.8% | -16.0% | -2.0% |
| 3M | +3.5% | +6.2% | -2.7% | +3.0% |
| 6M | -6.1% | +4.3% | -10.3% | -6.5% |
| YTD | +7.6% | +14.4% | -6.8% | +6.4% |
| 1Y | +11.9% | +21.3% | -9.4% | +10.1% |
| 3Y | +48.4% | +39.8% | +8.6% | +43.2% |
| 5Y | +44.8% | +142.1% | -97.3% | +33.4% |
| 10Y | +115.9% | +52.0% | +63.8% | +80.3% |
| All | +113.1% | -27.2% | +140.3% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling