+104.2%
FE vs IT
+100.5%
+3.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | 0.0% | -16.9% | +16.9% | +2.6% |
| 30D | +5.2% | +2.3% | +2.9% | +4.5% |
| 3M | 0.0% | +2.9% | -2.9% | -1.1% |
| 6M | +5.0% | +25.9% | -20.8% | -0.5% |
| YTD | +7.9% | -24.6% | +32.5% | +11.0% |
| 1Y | +6.3% | -16.0% | +22.4% | +7.0% |
| 3Y | +46.0% | -51.6% | +97.6% | +60.2% |
| 5Y | +45.6% | -42.6% | +88.3% | +50.5% |
| All | +104.2% | +100.5% | +3.7% | +47.3% |
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