+46.3%
FE vs EL
-66.1%
+112.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -1.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | +4.1% | +16.5% | -12.4% | +3.1% |
| 3M | -1.0% | +29.2% | -30.2% | -2.8% |
| 6M | +4.0% | +27.9% | -23.9% | +2.0% |
| YTD | +6.8% | +6.2% | +0.6% | +5.7% |
| 1Y | +5.3% | +27.2% | -21.9% | +2.6% |
| 3Y | +44.6% | +3.2% | +41.4% | +41.2% |
| All | +46.3% | -66.1% | +112.4% | +60.3% |
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