+114.4%
FE vs ES
+84.4%
+30.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -1.2% | -2.0% | +0.8% | +0.1% |
| 3M | +3.5% | +1.7% | +1.8% | +2.4% |
| 6M | -6.1% | -3.5% | -2.5% | -4.3% |
| YTD | +7.6% | +7.9% | -0.3% | +2.0% |
| 1Y | +11.9% | +17.2% | -5.2% | -0.8% |
| 3Y | +48.4% | +29.3% | +19.1% | +19.4% |
| 5Y | +44.8% | -5.7% | +50.5% | +44.5% |
| All | +114.4% | +84.4% | +30.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling