+122.7%
FE vs BR
+280.7%
-158.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | +3.6% | +15.9% | -12.3% | -1.2% |
| 3M | +0.3% | +13.7% | -13.3% | -4.0% |
| 6M | +6.4% | +31.0% | -24.6% | -3.5% |
| YTD | +8.1% | -12.0% | +20.1% | +11.9% |
| 1Y | +4.6% | -11.5% | +16.1% | +8.0% |
| 3Y | +49.1% | +14.9% | +34.2% | +37.0% |
| 5Y | +46.1% | +20.1% | +26.0% | +29.7% |
| 10Y | +122.7% | +278.9% | -156.2% | +30.5% |
| All | +122.7% | +280.7% | -158.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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