+102.2%
FE vs CP
+253.8%
-151.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -1.0% | +2.8% | -3.8% | -1.9% |
| 30D | +4.1% | +10.2% | -6.1% | +0.9% |
| 3M | -1.0% | +2.4% | -3.4% | -1.9% |
| 6M | +4.0% | +7.7% | -3.7% | +1.3% |
| YTD | +6.8% | +26.0% | -19.2% | -1.6% |
| 1Y | +5.3% | +34.6% | -29.4% | -5.3% |
| 3Y | +44.6% | +26.7% | +17.9% | +29.5% |
| 5Y | +44.2% | +24.9% | +19.3% | +27.4% |
| All | +102.2% | +253.8% | -151.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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