+359.1%
FE vs BG
+1,131.5%
-772.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.9% | +2.8% | -0.9% | +1.4% |
| 30D | -1.2% | +12.0% | -13.2% | -3.4% |
| 3M | +3.5% | -7.7% | +11.2% | +4.8% |
| 6M | -6.1% | +4.5% | -10.6% | -7.4% |
| YTD | +7.6% | +35.7% | -28.1% | +0.6% |
| 1Y | +11.9% | +50.1% | -38.2% | +2.1% |
| 3Y | +48.4% | +12.6% | +35.8% | +41.6% |
| 5Y | +44.8% | +75.4% | -30.6% | +23.9% |
| 10Y | +115.9% | +150.5% | -34.6% | +63.2% |
| All | +359.1% | +1,131.5% | -772.4% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling