+46.2%
FE vs BG
+84.8%
-38.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.2% |
| 7D | +0.6% | +2.4% | -1.7% | +0.3% |
| 30D | -2.1% | +15.0% | -17.2% | -4.0% |
| 3M | +2.6% | -0.7% | +3.3% | +2.6% |
| 6M | -6.8% | +7.5% | -14.3% | -8.1% |
| YTD | +6.9% | +41.6% | -34.7% | +1.1% |
| 1Y | +11.6% | +50.7% | -39.1% | +4.3% |
| 3Y | +47.7% | +20.3% | +27.4% | +41.8% |
| 5Y | +46.2% | +85.2% | -39.0% | +26.6% |
| All | +46.2% | +84.8% | -38.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling