+4.4%
FE vs CAPR
+65.7%
-61.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.7% | -0.1% |
| 7D | -0.3% | +19.1% | -19.4% | -0.3% |
| 30D | +3.9% | +48.8% | -45.0% | +3.9% |
| 3M | -0.1% | +144.4% | -144.5% | +0.1% |
| 6M | +6.1% | -67.5% | +73.6% | +5.9% |
| YTD | +8.1% | -64.5% | +72.6% | +7.9% |
| 1Y | +4.4% | +74.4% | -70.0% | +5.3% |
| All | +4.4% | +65.7% | -61.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling