+46.3%
FE vs CAPR
+142.6%
-96.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.4% |
| 7D | -1.0% | +41.1% | -42.1% | -1.1% |
| 30D | +4.1% | +11.1% | -7.0% | +4.1% |
| 3M | -1.0% | +115.3% | -116.3% | -1.1% |
| 6M | +4.0% | -73.8% | +77.8% | +3.9% |
| YTD | +6.8% | -68.8% | +75.6% | +6.8% |
| 1Y | +5.3% | +43.3% | -38.0% | +5.2% |
| 3Y | +44.6% | +214.7% | -170.1% | +39.2% |
| All | +46.3% | +142.6% | -96.3% | +40.1% |
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