+120.9%
FE vs CG
+308.6%
-187.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.6% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | +4.3% | +8.5% | -4.2% | +3.0% |
| 3M | +0.4% | -12.1% | +12.5% | +2.0% |
| 6M | +6.9% | -16.4% | +23.4% | +9.3% |
| YTD | +8.0% | -28.0% | +36.0% | +12.2% |
| 1Y | +4.8% | -18.9% | +23.7% | +6.7% |
| 3Y | +49.0% | +51.2% | -2.3% | +29.5% |
| 5Y | +46.2% | -15.9% | +62.1% | +39.4% |
| 10Y | +120.9% | +305.9% | -185.0% | +64.3% |
| All | +120.9% | +308.6% | -187.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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