+48.6%
FE vs CAPR
+138.1%
-89.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.4% |
| 7D | 0.0% | +41.1% | -41.1% | -0.1% |
| 30D | +5.2% | +11.1% | -5.9% | +5.2% |
| 3M | 0.0% | +115.3% | -115.3% | -0.1% |
| 6M | +5.0% | -73.8% | +78.9% | +5.0% |
| YTD | +7.9% | -68.8% | +76.7% | +7.8% |
| 1Y | +6.3% | +43.3% | -37.0% | +6.2% |
| 3Y | +46.0% | +214.7% | -168.7% | +40.6% |
| All | +48.6% | +138.1% | -89.5% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling