+110.6%
FE vs ESI
+224.6%
-114.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | +1.9% | +3.3% | -1.4% | +1.6% |
| 30D | -1.2% | -5.9% | +4.7% | -0.6% |
| 3M | +3.5% | -14.1% | +17.6% | +4.7% |
| 6M | -6.1% | +6.6% | -12.6% | -7.7% |
| YTD | +7.6% | +45.0% | -37.4% | +1.9% |
| 1Y | +11.9% | +41.5% | -29.5% | +6.0% |
| 3Y | +48.4% | +78.8% | -30.3% | +34.9% |
| 5Y | +44.8% | +70.9% | -26.1% | +30.7% |
| 10Y | +115.9% | +317.1% | -201.2% | +70.6% |
| All | +110.6% | +224.6% | -114.0% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling