+71.8%
FE vs COMP
-56.6%
+128.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.2% | +8.0% | +0.1% |
| 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% | +0.4% |
| 6M | +4.7% | +27.0% | -22.3% | +3.5% |
| YTD | +8.4% | -12.8% | +21.1% | +8.1% |
| 1Y | +7.2% | +4.9% | +2.3% | +6.2% |
| 3Y | +44.9% | +321.0% | -276.1% | +33.7% |
| 5Y | +46.3% | -25.6% | +71.9% | +33.9% |
| All | +71.8% | -56.6% | +128.4% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling