+44.6%
FE vs COO
-25.3%
+69.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -1.0% | +4.7% | -5.7% | -1.6% |
| 30D | +4.1% | +13.9% | -9.7% | +2.5% |
| 3M | -1.0% | -14.9% | +13.9% | +0.9% |
| 6M | +4.0% | +2.0% | +2.0% | +3.3% |
| YTD | +6.8% | -23.9% | +30.7% | +10.1% |
| 1Y | +5.3% | -9.6% | +14.9% | +5.7% |
| 3Y | +44.6% | -25.4% | +70.0% | +41.5% |
| All | +44.6% | -25.3% | +69.9% | +41.5% |
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