+581.0%
FE vs EL
+1,197.5%
-616.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.5% |
| 7D | +0.6% | -1.1% | +1.6% | +0.7% |
| 30D | +6.4% | +15.3% | -8.9% | +3.7% |
| 3M | -0.5% | +24.2% | -24.7% | -4.6% |
| 6M | +4.7% | +30.9% | -26.1% | -0.9% |
| YTD | +8.4% | +3.9% | +4.5% | +5.5% |
| 1Y | +7.2% | +19.9% | -12.6% | +1.5% |
| 3Y | +44.9% | +2.5% | +42.4% | +35.4% |
| 5Y | +46.3% | -66.7% | +113.0% | +67.0% |
| 10Y | +110.3% | +54.9% | +55.4% | +71.9% |
| All | +581.0% | +1,197.5% | -616.6% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling