+46.3%
FE vs IT
-43.2%
+89.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.1% |
| 7D | -1.0% | -16.9% | +15.9% | +0.3% |
| 30D | +4.1% | +2.3% | +1.8% | +3.9% |
| 3M | -1.0% | +2.9% | -3.9% | -1.5% |
| 6M | +4.0% | +25.9% | -21.8% | +1.3% |
| YTD | +6.8% | -24.6% | +31.5% | +9.4% |
| 1Y | +5.3% | -16.0% | +21.3% | +6.3% |
| 3Y | +44.6% | -51.6% | +96.2% | +54.4% |
| All | +46.3% | -43.2% | +89.5% | +50.0% |
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