+110.5%
FE vs INDA
+83.0%
+27.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -1.7% | -3.6% | +1.9% | -0.3% |
| 30D | -1.3% | -4.0% | +2.7% | +0.3% |
| 3M | +0.6% | +1.7% | -1.1% | -0.2% |
| 6M | -6.8% | -3.6% | -3.2% | -5.8% |
| YTD | +6.4% | -11.0% | +17.4% | +10.9% |
| 1Y | +11.3% | -9.5% | +20.8% | +15.1% |
| 3Y | +47.1% | +7.6% | +39.4% | +39.7% |
| 5Y | +50.4% | +4.8% | +45.6% | +43.3% |
| All | +110.5% | +83.0% | +27.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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