+46.3%
FE vs COO
-39.4%
+85.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.6% | +5.3% | -4.7% | -0.4% |
| 30D | +6.4% | +12.5% | -6.1% | +4.1% |
| 3M | -0.5% | -15.1% | +14.7% | +2.2% |
| 6M | +4.7% | +3.7% | +1.1% | +3.3% |
| YTD | +8.4% | -22.5% | +30.9% | +12.9% |
| 1Y | +7.2% | -7.8% | +15.0% | +7.6% |
| 3Y | +44.9% | -24.1% | +69.0% | +48.2% |
| 5Y | +46.3% | -40.1% | +86.4% | +51.6% |
| All | +46.3% | -39.4% | +85.7% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling