+121.0%
FE vs COPX
+318.2%
-197.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +3.9% | -15.9% | +19.7% | +6.3% |
| 3M | -0.1% | -19.6% | +19.5% | +2.7% |
| 6M | +6.1% | -21.5% | +27.6% | +8.8% |
| YTD | +8.1% | -0.8% | +8.8% | +5.6% |
| 1Y | +4.4% | +15.2% | -10.7% | -0.7% |
| 3Y | +49.0% | +134.7% | -85.7% | +20.9% |
| 5Y | +46.1% | +111.3% | -65.2% | +18.4% |
| All | +121.0% | +318.2% | -197.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling