+6.3%
FE vs ED
+26.3%
-20.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.9% |
| 7D | 0.0% | +1.6% | -1.7% | -1.1% |
| 30D | +5.2% | +13.3% | -8.1% | -2.5% |
| 3M | 0.0% | +9.7% | -9.7% | -5.6% |
| 6M | +5.0% | +12.8% | -7.7% | -2.3% |
| YTD | +7.9% | +22.3% | -14.4% | -4.0% |
| 1Y | +6.3% | +26.3% | -20.0% | -7.0% |
| All | +6.3% | +26.3% | -20.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling