+71.0%
FE vs COMP
-52.0%
+123.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -0.8% |
| 7D | 0.0% | +13.4% | -13.5% | -0.5% |
| 30D | +5.2% | +11.1% | -5.9% | +4.8% |
| 3M | 0.0% | -18.8% | +18.8% | +0.5% |
| 6M | +5.0% | +10.5% | -5.5% | +4.4% |
| YTD | +7.9% | -3.4% | +11.3% | +7.3% |
| 1Y | +6.3% | +19.7% | -13.4% | +4.9% |
| 3Y | +46.0% | +381.6% | -335.6% | +34.2% |
| 5Y | +45.6% | -17.6% | +63.2% | +32.8% |
| All | +71.0% | -52.0% | +123.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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