-1.9%
FE vs INFQ
-40.5%
+38.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.0% |
| 7D | +1.2% | -4.6% | +5.8% | +1.2% |
| 30D | +4.5% | -6.9% | +11.4% | +4.5% |
| 3M | +1.3% | -30.4% | +31.7% | +1.0% |
| 6M | +8.7% | -36.2% | +44.8% | +8.0% |
| All | -1.9% | -40.5% | +38.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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