+576.2%
FE vs ES
+1,343.8%
-767.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +3.5% | +1.7% | +1.8% | +2.4% |
| 6M | -6.1% | -3.5% | -2.5% | -4.4% |
| YTD | +7.6% | +7.9% | -0.3% | +2.1% |
| 1Y | +11.9% | +17.2% | -5.2% | -0.2% |
| 3Y | +48.4% | +29.3% | +19.1% | +21.1% |
| 5Y | +44.8% | -5.7% | +50.5% | +43.2% |
| 10Y | +115.9% | +85.2% | +30.7% | +38.9% |
| All | +576.2% | +1,343.8% | -767.6% | +75.5% |
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