+362.2%
FE vs BG
+949.6%
-587.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -1.1% | +7.4% | -8.5% | -2.5% |
| 30D | +4.6% | -1.5% | +6.1% | +4.9% |
| 3M | -0.8% | -6.1% | +5.2% | +0.1% |
| 6M | +7.3% | -18.0% | +25.3% | +10.8% |
| YTD | +8.3% | +15.6% | -7.3% | +4.2% |
| 1Y | +5.7% | +9.6% | -3.9% | +2.7% |
| 3Y | +49.0% | +6.3% | +42.7% | +43.5% |
| 5Y | +49.2% | +24.6% | +24.6% | +36.6% |
| 10Y | +110.7% | +98.1% | +12.5% | +66.5% |
| All | +362.2% | +949.6% | -587.4% | +205.6% |
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 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