+6.3%
FE vs AS
+3.3%
+3.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | +1.7% | +13.8% | -12.1% | +1.4% |
| 30D | +8.1% | +16.7% | -8.6% | +7.7% |
| 3M | -1.3% | -11.5% | +10.2% | -1.1% |
| 6M | +2.9% | -5.5% | +8.4% | +2.9% |
| YTD | +8.6% | -14.2% | +22.7% | +8.1% |
| 1Y | +6.3% | +2.1% | +4.3% | +4.9% |
| All | +6.3% | +3.3% | +3.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling