+49.2%
FE vs BR
+20.2%
+29.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -1.1% | +4.4% | -5.6% | -2.1% |
| 30D | +4.6% | +16.3% | -11.6% | +1.1% |
| 3M | -0.8% | +16.2% | -17.0% | -4.4% |
| 6M | +7.3% | +30.3% | -23.1% | +0.2% |
| YTD | +8.3% | -12.2% | +20.6% | +12.3% |
| 1Y | +5.7% | -11.3% | +16.9% | +9.1% |
| 3Y | +49.0% | +15.2% | +33.8% | +39.0% |
| 5Y | +49.2% | +18.0% | +31.1% | +36.4% |
| All | +49.2% | +20.2% | +29.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling