+46.3%
FE vs BB
-20.8%
+67.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.5% |
| 7D | -1.0% | +3.8% | -4.8% | -1.1% |
| 30D | +4.1% | -0.3% | +4.5% | +4.1% |
| 3M | -1.0% | -0.5% | -0.6% | -1.2% |
| 6M | +4.0% | +45.9% | -41.9% | +1.9% |
| YTD | +6.8% | +130.6% | -123.8% | +2.5% |
| 1Y | +5.3% | +89.2% | -83.9% | +1.8% |
| 3Y | +44.6% | +137.5% | -92.9% | +35.8% |
| All | +46.3% | -20.8% | +67.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling