+46.1%
FE vs EL
-65.5%
+111.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +2.7% | -2.9% | -0.5% |
| 30D | +3.9% | +10.8% | -6.9% | +3.1% |
| 3M | -0.1% | +26.5% | -26.6% | -1.8% |
| 6M | +6.1% | +31.1% | -25.0% | +3.9% |
| YTD | +8.1% | +6.6% | +1.4% | +6.9% |
| 1Y | +4.4% | +21.8% | -17.4% | +2.1% |
| 3Y | +49.0% | +1.8% | +47.3% | +45.8% |
| 5Y | +46.1% | -65.6% | +111.7% | +59.5% |
| All | +46.1% | -65.5% | +111.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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