+46.3%
FE vs ED
+80.7%
-34.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | +0.3% |
| 7D | -1.0% | +1.6% | -2.7% | -2.3% |
| 30D | +4.1% | +13.3% | -9.2% | -5.2% |
| 3M | -1.0% | +9.7% | -10.7% | -7.7% |
| 6M | +4.0% | +12.8% | -8.8% | -5.1% |
| YTD | +6.8% | +22.3% | -15.5% | -8.6% |
| 1Y | +5.3% | +26.3% | -21.0% | -12.2% |
| 3Y | +44.6% | +45.0% | -0.5% | +6.1% |
| All | +46.3% | +80.7% | -34.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling