+122.7%
FE vs ESI
+323.9%
-201.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.4% |
| 7D | -0.4% | +1.8% | -2.2% | -0.7% |
| 30D | +3.6% | -6.6% | +10.2% | +4.3% |
| 3M | +0.3% | -9.4% | +9.7% | +1.2% |
| 6M | +6.4% | -24.1% | +30.5% | +9.3% |
| YTD | +8.1% | +37.1% | -29.0% | +0.8% |
| 1Y | +4.6% | +24.5% | -20.0% | -1.2% |
| 3Y | +49.1% | +83.2% | -34.0% | +29.1% |
| 5Y | +46.1% | +44.0% | +2.2% | +29.9% |
| 10Y | +122.7% | +332.8% | -210.1% | +56.5% |
| All | +122.7% | +323.9% | -201.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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