+114.4%
FE vs CF
+569.3%
-455.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.3% |
| 30D | -1.2% | +14.8% | -16.0% | -2.8% |
| 3M | +3.5% | +14.1% | -10.6% | +1.8% |
| 6M | -6.1% | +28.5% | -34.6% | -9.6% |
| YTD | +7.6% | +74.9% | -67.3% | -0.4% |
| 1Y | +11.9% | +61.7% | -49.8% | +4.4% |
| 3Y | +48.4% | +80.3% | -31.9% | +34.6% |
| 5Y | +44.8% | +226.0% | -181.2% | +17.0% |
| All | +114.4% | +569.3% | -455.0% | +61.5% |
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