+122.7%
FE vs CASY
+565.2%
-442.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -0.4% | +5.8% | -6.2% | -1.7% |
| 30D | +3.6% | +10.7% | -7.1% | +1.2% |
| 3M | +0.3% | -13.9% | +14.2% | +3.3% |
| 6M | +6.4% | -18.4% | +24.9% | +10.2% |
| YTD | +8.1% | +29.6% | -21.5% | -0.8% |
| 1Y | +4.6% | +32.8% | -28.2% | -4.8% |
| 3Y | +49.1% | +162.3% | -113.1% | +9.7% |
| 5Y | +46.1% | +265.0% | -218.9% | -4.6% |
| 10Y | +122.7% | +555.4% | -432.6% | +27.4% |
| All | +122.7% | +565.2% | -442.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling