+104.2%
FE vs COO
+41.2%
+63.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | 0.0% | +4.7% | -4.8% | -1.4% |
| 30D | +5.2% | +13.9% | -8.7% | +1.3% |
| 3M | 0.0% | -14.9% | +14.9% | +3.9% |
| 6M | +5.0% | +2.0% | +3.0% | +3.2% |
| YTD | +7.9% | -23.9% | +31.8% | +15.2% |
| 1Y | +6.3% | -9.6% | +16.0% | +7.5% |
| 3Y | +46.0% | -25.4% | +71.4% | +51.5% |
| 5Y | +45.6% | -41.2% | +86.8% | +61.0% |
| All | +104.2% | +41.2% | +63.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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