+76.1%
FE vs CAPR
-99.1%
+175.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +0.6% | +29.7% | -29.1% | +0.4% |
| 30D | +6.4% | +11.0% | -4.6% | +6.3% |
| 3M | -0.5% | +118.8% | -119.3% | -1.0% |
| 6M | +4.7% | -73.9% | +78.7% | +5.0% |
| YTD | +8.4% | -70.2% | +78.6% | +8.5% |
| 1Y | +7.2% | +38.3% | -31.0% | +5.3% |
| 3Y | +44.9% | +199.7% | -154.8% | +40.1% |
| 5Y | +46.3% | +130.6% | -84.3% | +41.1% |
| 10Y | +110.3% | -68.5% | +178.8% | +98.8% |
| All | +76.1% | -99.1% | +175.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling