+69.7%
FE vs BR
+1,480.9%
-1,411.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -1.1% | +4.4% | -5.6% | -2.6% |
| 30D | +4.6% | +16.3% | -11.6% | -0.6% |
| 3M | -0.8% | +16.2% | -17.0% | -6.1% |
| 6M | +7.3% | +30.3% | -23.1% | -2.9% |
| YTD | +8.3% | -12.2% | +20.6% | +11.6% |
| 1Y | +5.7% | -11.3% | +16.9% | +8.4% |
| 3Y | +49.0% | +15.2% | +33.8% | +37.3% |
| 5Y | +49.2% | +18.0% | +31.1% | +34.1% |
| 10Y | +110.7% | +268.7% | -158.0% | +22.9% |
| All | +69.7% | +1,480.9% | -1,411.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling