+4.7%
FE vs COMP
+29.1%
-24.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.2% | +8.0% | -0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +0.6% |
| 30D | +6.4% | -0.8% | +7.2% | +6.4% |
| 3M | -0.5% | -28.1% | +27.7% | -1.2% |
| 6M | +4.7% | +27.0% | -22.3% | +5.6% |
| All | +4.7% | +29.1% | -24.4% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling