+104.2%
FE vs CASY
+553.2%
-448.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +5.2% | +8.7% | -3.5% | +3.2% |
| 3M | 0.0% | -17.3% | +17.3% | +3.8% |
| 6M | +5.0% | -19.7% | +24.8% | +9.1% |
| YTD | +7.9% | +24.8% | -16.9% | -0.2% |
| 1Y | +6.3% | +31.9% | -25.6% | -3.2% |
| 3Y | +46.0% | +155.4% | -109.4% | +7.9% |
| 5Y | +45.6% | +250.6% | -204.9% | -4.2% |
| All | +104.2% | +553.2% | -448.9% | +13.5% |
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