+49.4%
FE vs IT
-46.7%
+96.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.5% |
| 7D | +1.9% | -6.0% | +8.0% | +2.1% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +3.5% | +13.1% | -9.6% | +2.9% |
| 6M | -6.1% | +11.7% | -17.8% | -6.6% |
| YTD | +7.6% | -26.1% | +33.7% | +9.0% |
| 1Y | +11.9% | -21.3% | +33.2% | +12.7% |
| All | +49.4% | -46.7% | +96.1% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling