+581.0%
FE vs ES
+1,378.7%
-797.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -1.4% |
| 7D | +0.6% | +5.9% | -5.3% | -2.9% |
| 30D | +6.4% | +10.2% | -3.8% | +0.3% |
| 3M | -0.5% | +0.4% | -0.9% | -0.8% |
| 6M | +4.7% | +6.9% | -2.1% | +0.3% |
| YTD | +8.4% | +10.5% | -2.1% | +1.3% |
| 1Y | +7.2% | +3.2% | +4.0% | +3.5% |
| 3Y | +44.9% | +49.0% | -4.2% | +8.5% |
| 5Y | +46.3% | +4.5% | +41.8% | +35.8% |
| 10Y | +110.3% | +92.3% | +17.9% | +32.0% |
| All | +581.0% | +1,378.7% | -797.7% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling