+46.3%
FE vs CAPR
+126.3%
-80.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +0.6% | +29.7% | -29.1% | +0.5% |
| 30D | +6.4% | +11.0% | -4.6% | +6.4% |
| 3M | -0.5% | +118.8% | -119.3% | -0.6% |
| 6M | +4.7% | -73.9% | +78.7% | +4.7% |
| YTD | +8.4% | -70.2% | +78.6% | +8.3% |
| 1Y | +7.2% | +38.3% | -31.0% | +7.1% |
| 3Y | +44.9% | +199.7% | -154.8% | +39.5% |
| 5Y | +46.3% | +130.6% | -84.3% | +37.5% |
| All | +46.3% | +126.3% | -80.0% | +37.5% |
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