+581.0%
FE vs M
+111.1%
+469.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +0.8% |
| 30D | +6.4% | +7.7% | -1.3% | +5.4% |
| 3M | -0.5% | -4.4% | +3.9% | -0.2% |
| 6M | +4.7% | +27.5% | -22.8% | +1.4% |
| YTD | +8.4% | +12.8% | -4.4% | +6.0% |
| 1Y | +7.2% | +20.7% | -13.5% | +3.9% |
| 3Y | +44.9% | +111.3% | -66.4% | +27.5% |
| 5Y | +46.3% | -6.3% | +52.6% | +36.6% |
| 10Y | +110.3% | +1.5% | +108.8% | +72.0% |
| All | +581.0% | +111.1% | +469.9% | +328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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