+105.1%
FE vs CF
+557.2%
-452.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +6.4% | +2.2% | +4.2% | +6.1% |
| 3M | -0.5% | +2.1% | -2.6% | -0.9% |
| 6M | +4.7% | -6.5% | +11.3% | +5.1% |
| YTD | +8.4% | +55.6% | -47.2% | +1.4% |
| 1Y | +7.2% | +42.3% | -35.1% | +1.4% |
| 3Y | +44.9% | +55.7% | -10.8% | +33.6% |
| 5Y | +46.3% | +122.4% | -76.1% | +24.7% |
| All | +105.1% | +557.2% | -452.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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