+46.0%
FE vs COO
-40.4%
+86.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | +4.5% | +14.2% | -9.6% | +2.0% |
| 3M | +1.3% | -18.2% | +19.6% | +4.9% |
| 6M | +8.7% | +5.3% | +3.3% | +6.8% |
| YTD | +9.2% | -23.6% | +32.8% | +14.1% |
| 1Y | +7.0% | -12.7% | +19.7% | +8.5% |
| 3Y | +51.4% | -24.2% | +75.6% | +54.7% |
| All | +46.0% | -40.4% | +86.4% | +52.2% |
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