+576.2%
FE vs M
+99.4%
+476.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | +1.9% | +4.7% | -2.8% | +1.4% |
| 30D | -1.2% | -9.6% | +8.5% | -0.1% |
| 3M | +3.5% | +0.9% | +2.6% | +3.2% |
| 6M | -6.1% | +22.3% | -28.3% | -8.6% |
| YTD | +7.6% | +6.5% | +1.1% | +6.1% |
| 1Y | +11.9% | +38.8% | -26.9% | +6.7% |
| 3Y | +48.4% | +115.9% | -67.5% | +30.3% |
| 5Y | +44.8% | +28.6% | +16.2% | +29.2% |
| 10Y | +115.9% | -2.5% | +118.4% | +77.5% |
| All | +576.2% | +99.4% | +476.8% | +329.0% |
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