+576.2%
FE vs IT
+609.6%
-33.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | 0.0% |
| 7D | +1.9% | -6.0% | +8.0% | +2.7% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +3.5% | +13.1% | -9.6% | +1.1% |
| 6M | -6.1% | +11.7% | -17.8% | -8.6% |
| YTD | +7.6% | -26.1% | +33.7% | +10.0% |
| 1Y | +11.9% | -21.3% | +33.2% | +13.0% |
| 3Y | +48.4% | -46.7% | +95.2% | +55.7% |
| 5Y | +44.8% | -40.5% | +85.3% | +48.1% |
| 10Y | +115.9% | +103.9% | +12.0% | +83.8% |
| All | +576.2% | +609.6% | -33.4% | +363.7% |
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