+576.2%
FE vs COO
+1,440.1%
-863.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +1.9% | -2.2% | +4.2% | +2.3% |
| 30D | -1.2% | -7.0% | +5.9% | -0.1% |
| 3M | +3.5% | +12.2% | -8.7% | +1.5% |
| 6M | -6.1% | -15.1% | +9.1% | -3.9% |
| YTD | +7.6% | -15.1% | +22.7% | +10.0% |
| 1Y | +11.9% | +2.3% | +9.6% | +10.8% |
| 3Y | +48.4% | -23.7% | +72.1% | +52.1% |
| 5Y | +44.8% | -38.9% | +83.7% | +52.1% |
| 10Y | +115.9% | +49.9% | +66.0% | +100.0% |
| All | +576.2% | +1,440.1% | -863.9% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling