+122.7%
FE vs ES
+92.3%
+30.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.6% | +6.7% | -3.1% | -0.6% |
| 3M | +0.3% | +0.3% | 0.0% | -0.1% |
| 6M | +6.4% | +7.4% | -1.0% | +1.5% |
| YTD | +8.1% | +8.4% | -0.3% | +2.1% |
| 1Y | +4.6% | +0.6% | +4.0% | +2.5% |
| 3Y | +49.1% | +50.6% | -1.5% | +8.6% |
| 5Y | +46.1% | +4.8% | +41.3% | +35.4% |
| 10Y | +122.7% | +93.1% | +29.6% | +27.9% |
| All | +122.7% | +92.3% | +30.4% | +27.9% |
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