+427.8%
FE vs BB
+307.3%
+120.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.6% |
| 7D | -1.0% | +3.8% | -4.8% | -1.2% |
| 30D | +4.1% | -0.3% | +4.5% | +4.0% |
| 3M | -1.0% | -0.5% | -0.6% | -1.3% |
| 6M | +4.0% | +45.9% | -41.9% | +1.7% |
| YTD | +6.8% | +130.6% | -123.8% | +2.3% |
| 1Y | +5.3% | +89.2% | -83.9% | +1.6% |
| 3Y | +44.6% | +137.5% | -92.9% | +36.2% |
| 5Y | +44.2% | -20.9% | +65.1% | +40.5% |
| 10Y | +107.3% | +25.4% | +81.9% | +89.3% |
| All | +427.8% | +307.3% | +120.5% | +402.1% |
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