+47.7%
FE vs BR
-4.7%
+52.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +0.6% | -5.9% | +6.6% | +1.4% |
| 30D | -2.1% | +1.9% | -4.0% | -2.5% |
| 3M | +2.6% | +14.7% | -12.0% | +0.3% |
| 6M | -6.8% | -12.8% | +6.0% | -4.5% |
| YTD | +6.9% | -23.0% | +29.9% | +12.5% |
| 1Y | +11.6% | -31.7% | +43.2% | +20.8% |
| 3Y | +47.7% | -4.8% | +52.5% | +44.8% |
| All | +47.7% | -4.7% | +52.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling