+49.0%
FE vs MDY
+46.2%
+2.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.2% | -1.5% | +0.3% | -0.7% |
| 3M | +3.5% | +0.8% | +2.7% | +3.2% |
| 6M | -6.1% | +7.4% | -13.5% | -8.3% |
| YTD | +7.6% | +15.2% | -7.6% | +2.6% |
| 1Y | +11.9% | +16.5% | -4.6% | +6.1% |
| 3Y | +48.4% | +46.8% | +1.6% | +26.5% |
| All | +49.0% | +46.2% | +2.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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