+46.1%
FE vs EL
-64.9%
+111.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +3.6% | +12.3% | -8.7% | +2.8% |
| 3M | +0.3% | +28.4% | -28.1% | -1.5% |
| 6M | +6.4% | +36.7% | -30.3% | +3.9% |
| YTD | +8.1% | +8.4% | -0.3% | +6.8% |
| 1Y | +4.6% | +25.4% | -20.8% | +2.0% |
| 3Y | +49.1% | +3.4% | +45.7% | +45.7% |
| 5Y | +46.1% | -64.8% | +110.9% | +58.6% |
| All | +46.1% | -64.9% | +111.0% | +58.6% |
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