+4.8%
FE vs ESI
+18.3%
-13.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | +0.2% |
| 7D | -0.5% | -6.6% | +6.1% | -0.7% |
| 30D | +4.3% | -9.8% | +14.1% | +4.0% |
| 3M | +0.4% | -11.9% | +12.3% | 0.0% |
| 6M | +6.9% | -25.1% | +32.0% | +6.0% |
| YTD | +8.0% | +31.9% | -23.9% | +7.0% |
| 1Y | +4.8% | +19.2% | -14.4% | +3.6% |
| All | +4.8% | +18.3% | -13.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling