+571.3%
FE vs IT
+623.6%
-52.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.9% |
| 7D | -1.0% | -16.9% | +15.9% | +1.2% |
| 30D | +4.1% | +2.3% | +1.8% | +3.6% |
| 3M | -1.0% | +2.9% | -3.9% | -1.9% |
| 6M | +4.0% | +25.9% | -21.8% | -0.5% |
| YTD | +6.8% | -24.6% | +31.5% | +8.5% |
| 1Y | +5.3% | -16.0% | +21.3% | +5.3% |
| 3Y | +44.6% | -51.6% | +96.2% | +53.3% |
| 5Y | +44.2% | -42.6% | +86.9% | +47.8% |
| 10Y | +107.3% | +103.6% | +3.7% | +75.8% |
| All | +571.3% | +623.6% | -52.4% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling