+121.0%
FE vs IT
+88.7%
+32.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.2% |
| 30D | +3.9% | -3.1% | +7.0% | +4.1% |
| 3M | -0.1% | +6.3% | -6.4% | -1.7% |
| 6M | +6.1% | +24.8% | -18.7% | +0.6% |
| YTD | +8.1% | -24.4% | +32.4% | +11.2% |
| 1Y | +4.4% | -17.1% | +21.5% | +5.4% |
| 3Y | +49.0% | -53.6% | +102.7% | +65.4% |
| 5Y | +46.1% | -42.5% | +88.7% | +51.0% |
| All | +121.0% | +88.7% | +32.4% | +61.5% |
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