+100.4%
FE vs INDA
+115.1%
-14.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | -1.2% | -0.8% | -0.4% | -0.9% |
| 3M | +3.5% | +3.9% | -0.4% | +2.1% |
| 6M | -6.1% | -0.7% | -5.3% | -6.1% |
| YTD | +7.6% | -7.7% | +15.3% | +10.1% |
| 1Y | +11.9% | -5.1% | +17.0% | +13.4% |
| 3Y | +48.4% | +13.6% | +34.8% | +40.0% |
| 5Y | +44.8% | +7.8% | +37.0% | +38.2% |
| 10Y | +115.9% | +84.6% | +31.2% | +63.7% |
| All | +100.4% | +115.1% | -14.7% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling