+109.1%
FE vs ESI
+182.6%
-73.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -1.0% | -8.5% | +7.5% | -0.2% |
| 30D | +4.1% | -15.7% | +19.8% | +5.8% |
| 3M | -1.0% | -18.2% | +17.2% | +0.7% |
| 6M | +4.0% | -28.8% | +32.8% | +6.9% |
| YTD | +6.8% | +26.3% | -19.4% | +2.3% |
| 1Y | +5.3% | +18.2% | -12.9% | +1.5% |
| 3Y | +44.6% | +68.1% | -23.5% | +31.7% |
| 5Y | +44.2% | +28.8% | +15.4% | +34.1% |
| 10Y | +107.3% | +329.8% | -222.6% | +64.3% |
| All | +109.1% | +182.6% | -73.5% | +73.6% |
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 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