+121.0%
FE vs CAPR
-63.2%
+184.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.7% | 0.0% |
| 7D | -0.3% | +19.1% | -19.4% | -0.4% |
| 30D | +3.9% | +48.8% | -45.0% | +3.6% |
| 3M | -0.1% | +144.4% | -144.5% | -0.8% |
| 6M | +6.1% | -67.5% | +73.6% | +6.2% |
| YTD | +8.1% | -64.5% | +72.6% | +8.1% |
| 1Y | +4.4% | +74.4% | -70.0% | +2.2% |
| 3Y | +49.0% | +265.7% | -216.7% | +42.4% |
| 5Y | +46.1% | +196.0% | -149.8% | +39.0% |
| All | +121.0% | -63.2% | +184.2% | +99.6% |
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