+46.0%
FE vs IT
-42.2%
+88.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +4.5% | -1.8% | +6.4% | +4.6% |
| 3M | +1.3% | +4.8% | -3.5% | +0.7% |
| 6M | +8.7% | +33.0% | -24.4% | +5.3% |
| YTD | +9.2% | -23.8% | +33.1% | +11.7% |
| 1Y | +7.0% | -16.5% | +23.5% | +8.1% |
| 3Y | +51.4% | -53.6% | +105.0% | +63.5% |
| All | +46.0% | -42.2% | +88.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling