+101.0%
FE vs INDA
+119.4%
-18.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.0% |
| 7D | 0.0% | +6.6% | -6.7% | -2.2% |
| 30D | +5.2% | +10.4% | -5.2% | +1.7% |
| 3M | 0.0% | +1.5% | -1.6% | -0.6% |
| 6M | +5.0% | +1.7% | +3.3% | +4.2% |
| YTD | +7.9% | -5.8% | +13.7% | +9.6% |
| 1Y | +6.3% | -5.1% | +11.4% | +7.7% |
| 3Y | +46.0% | +16.0% | +30.0% | +36.7% |
| 5Y | +45.6% | +9.3% | +36.4% | +38.4% |
| 10Y | +109.3% | +102.1% | +7.2% | +55.2% |
| All | +101.0% | +119.4% | -18.4% | +41.6% |
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