+123.4%
FE vs BB
+21.8%
+101.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +1.2% | +1.8% | -0.6% | +1.1% |
| 30D | +4.5% | +8.1% | -3.6% | +4.0% |
| 3M | +1.3% | -1.0% | +2.3% | +1.1% |
| 6M | +8.7% | +45.9% | -37.2% | +5.6% |
| YTD | +9.2% | +134.8% | -125.6% | +3.2% |
| 1Y | +7.0% | +104.6% | -97.6% | +1.8% |
| 3Y | +51.4% | +152.8% | -101.5% | +39.4% |
| 5Y | +47.7% | -17.4% | +65.1% | +43.0% |
| All | +123.4% | +21.8% | +101.7% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling