+114.5%
FE vs BG
+160.3%
-45.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -1.2% | +10.3% | -11.5% | -3.2% |
| 3M | +1.7% | -1.9% | +3.5% | +1.7% |
| 6M | -7.5% | +5.2% | -12.7% | -9.0% |
| YTD | +6.3% | +41.2% | -34.8% | -1.9% |
| 1Y | +10.9% | +50.5% | -39.7% | +0.5% |
| 3Y | +46.9% | +19.9% | +27.0% | +38.2% |
| 5Y | +47.6% | +86.7% | -39.1% | +21.6% |
| 10Y | +114.5% | +167.5% | -53.0% | +43.7% |
| All | +114.5% | +160.3% | -45.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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