+69.2%
FE vs BR
+1,486.0%
-1,416.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.5% | +5.0% | -5.5% | -2.2% |
| 30D | +4.3% | +16.6% | -12.3% | -1.0% |
| 3M | +0.4% | +12.0% | -11.6% | -3.7% |
| 6M | +6.9% | +30.7% | -23.8% | -3.3% |
| YTD | +8.0% | -11.9% | +19.9% | +11.1% |
| 1Y | +4.8% | -11.6% | +16.4% | +7.6% |
| 3Y | +49.0% | +15.0% | +33.9% | +37.3% |
| 5Y | +46.2% | +18.1% | +28.1% | +31.4% |
| 10Y | +120.9% | +278.6% | -157.8% | +27.6% |
| All | +69.2% | +1,486.0% | -1,416.8% | -47.3% |
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