+51.5%
FE vs COO
-23.4%
+75.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +1.9% | -2.2% | +4.2% | +2.3% |
| 30D | -1.2% | -7.0% | +5.9% | -0.2% |
| 3M | +3.5% | +12.2% | -8.7% | +1.7% |
| 6M | -6.1% | -15.1% | +9.1% | -4.2% |
| YTD | +7.6% | -15.1% | +22.7% | +9.7% |
| 1Y | +11.9% | +2.3% | +9.6% | +10.6% |
| All | +51.5% | -23.4% | +75.0% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling