+576.2%
FE vs EL
+1,151.9%
-575.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.1% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | -1.2% | +19.8% | -21.0% | -4.5% |
| 3M | +3.5% | +25.7% | -22.2% | -0.9% |
| 6M | -6.1% | +5.4% | -11.5% | -7.9% |
| YTD | +7.6% | +0.2% | +7.4% | +5.6% |
| 1Y | +11.9% | +20.4% | -8.5% | +5.7% |
| 3Y | +48.4% | -32.1% | +80.6% | +50.0% |
| 5Y | +44.8% | -67.2% | +112.0% | +65.7% |
| 10Y | +115.9% | +31.7% | +84.1% | +82.2% |
| All | +576.2% | +1,151.9% | -575.6% | +277.0% |
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