+431.6%
FE vs BB
+258.8%
+172.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | -5.6% | +7.6% | +2.2% |
| 30D | -1.2% | -11.8% | +10.6% | -0.7% |
| 3M | +3.5% | -25.5% | +29.0% | +4.4% |
| 6M | -6.1% | +121.3% | -127.3% | -9.7% |
| YTD | +7.6% | +103.2% | -95.6% | +3.8% |
| 1Y | +11.9% | +102.6% | -90.7% | +7.8% |
| 3Y | +48.4% | +37.5% | +10.9% | +43.2% |
| 5Y | +44.8% | -30.4% | +75.2% | +42.0% |
| 10Y | +115.9% | 0.0% | +115.9% | +99.3% |
| All | +431.6% | +258.8% | +172.8% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling