+104.2%
FE vs BB
+23.8%
+80.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -0.6% |
| 7D | 0.0% | +3.8% | -3.8% | -0.2% |
| 30D | +5.2% | -0.3% | +5.5% | +5.0% |
| 3M | 0.0% | -0.5% | +0.4% | -0.3% |
| 6M | +5.0% | +45.9% | -40.9% | +2.1% |
| YTD | +7.9% | +130.6% | -122.7% | +2.1% |
| 1Y | +6.3% | +89.2% | -82.8% | +1.6% |
| 3Y | +46.0% | +137.5% | -91.5% | +35.0% |
| 5Y | +45.6% | -20.9% | +66.6% | +41.4% |
| All | +104.2% | +23.8% | +80.4% | +65.9% |
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