+571.3%
FE vs BEN
+387.0%
+184.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.5% |
| 7D | -1.0% | +6.6% | -7.6% | -2.5% |
| 30D | +4.1% | +3.8% | +0.3% | +3.1% |
| 3M | -1.0% | +0.2% | -1.2% | -1.3% |
| 6M | +4.0% | +10.4% | -6.4% | +1.2% |
| YTD | +6.8% | +46.2% | -39.3% | -2.9% |
| 1Y | +5.3% | +52.3% | -47.0% | -5.2% |
| 3Y | +44.6% | +65.9% | -21.4% | +24.9% |
| 5Y | +44.2% | +20.6% | +23.6% | +31.6% |
| 10Y | +107.3% | +64.8% | +42.5% | +65.3% |
| All | +571.3% | +387.0% | +184.3% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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