+68.6%
FE vs BR
+1,321.0%
-1,252.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.6% |
| 7D | +1.9% | -5.3% | +7.2% | +3.8% |
| 30D | -1.2% | +6.4% | -7.6% | -3.4% |
| 3M | +3.5% | +13.6% | -10.2% | -1.5% |
| 6M | -6.1% | -6.7% | +0.6% | -4.8% |
| YTD | +7.6% | -21.1% | +28.7% | +15.1% |
| 1Y | +11.9% | -29.6% | +41.5% | +24.4% |
| 3Y | +48.4% | -2.4% | +50.8% | +45.0% |
| 5Y | +44.8% | +11.2% | +33.5% | +32.7% |
| 10Y | +115.9% | +191.8% | -75.9% | +36.6% |
| All | +68.6% | +1,321.0% | -1,252.4% | -45.4% |
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 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