+46.0%
FE vs INDA
+15.9%
+30.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.6% |
| 7D | 0.0% | +6.6% | -6.7% | -0.7% |
| 30D | +5.2% | +10.4% | -5.2% | +4.1% |
| 3M | 0.0% | +1.5% | -1.6% | -0.2% |
| 6M | +5.0% | +1.7% | +3.3% | +4.8% |
| YTD | +7.9% | -5.8% | +13.7% | +8.6% |
| 1Y | +6.3% | -5.1% | +11.4% | +6.9% |
| 3Y | +46.0% | +16.0% | +30.0% | +29.0% |
| All | +46.0% | +15.9% | +30.1% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling