+74.9%
FE vs CAPR
-99.1%
+173.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | -1.2% | +139.2% | -140.3% | -1.7% |
| 3M | +3.5% | -66.4% | +69.9% | +3.7% |
| 6M | -6.1% | -63.1% | +57.1% | -6.0% |
| YTD | +7.6% | -67.4% | +75.0% | +7.8% |
| 1Y | +11.9% | +58.2% | -46.3% | +9.8% |
| 3Y | +48.4% | +42.2% | +6.2% | +44.3% |
| 5Y | +44.8% | +87.3% | -42.5% | +40.0% |
| 10Y | +115.9% | -75.3% | +191.1% | +104.3% |
| All | +74.9% | -99.1% | +173.9% | +59.4% |
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