+114.9%
FE vs AR
-30.9%
+145.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.2% | +0.4% |
| 7D | +1.7% | -11.1% | +12.8% | +2.4% |
| 30D | +8.1% | +7.9% | +0.2% | +7.6% |
| 3M | -1.3% | +4.9% | -6.2% | -1.7% |
| 6M | +2.9% | -5.3% | +8.2% | +3.0% |
| YTD | +8.6% | +8.6% | -0.1% | +7.6% |
| 1Y | +6.3% | +13.7% | -7.3% | +5.0% |
| 3Y | +45.1% | +22.8% | +22.4% | +41.1% |
| 5Y | +47.1% | +82.0% | -34.8% | +37.9% |
| 10Y | +110.6% | +51.8% | +58.8% | +75.7% |
| All | +114.9% | -30.9% | +145.8% | +93.6% |
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 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