+120.9%
FE vs IT
+88.3%
+32.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.5% | -7.5% | +7.0% | +0.6% |
| 30D | +4.3% | -1.2% | +5.5% | +4.2% |
| 3M | +0.4% | -2.2% | +2.6% | +0.1% |
| 6M | +6.9% | +19.1% | -12.1% | +2.2% |
| YTD | +8.0% | -25.1% | +33.1% | +11.3% |
| 1Y | +4.8% | -17.4% | +22.2% | +5.8% |
| 3Y | +49.0% | -54.1% | +103.1% | +65.6% |
| 5Y | +46.2% | -42.7% | +88.9% | +51.0% |
| 10Y | +120.9% | +88.1% | +32.7% | +60.2% |
| All | +120.9% | +88.3% | +32.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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