+122.7%
FE vs CAPR
-59.1%
+181.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | 0.0% |
| 7D | -0.4% | +25.8% | -26.2% | -0.6% |
| 30D | +3.6% | +50.2% | -46.6% | +3.3% |
| 3M | +0.3% | +185.5% | -185.2% | -0.4% |
| 6M | +6.4% | -64.8% | +71.2% | +6.5% |
| YTD | +8.1% | -61.1% | +69.2% | +8.1% |
| 1Y | +4.6% | +81.0% | -76.4% | +2.4% |
| 3Y | +49.1% | +300.7% | -251.6% | +42.4% |
| 5Y | +46.1% | +223.3% | -177.2% | +38.9% |
| 10Y | +122.7% | -58.8% | +181.5% | +102.6% |
| All | +122.7% | -59.1% | +181.8% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling