+578.7%
FE vs MDY
+1,482.4%
-903.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | +4.3% | +1.0% | +3.4% | +3.7% |
| 3M | +0.4% | -4.1% | +4.5% | +2.2% |
| 6M | +6.9% | +0.6% | +6.3% | +6.3% |
| YTD | +8.0% | +12.9% | -4.9% | +1.3% |
| 1Y | +4.8% | +14.6% | -9.8% | -2.5% |
| 3Y | +49.0% | +57.1% | -8.1% | +16.8% |
| 5Y | +46.2% | +37.1% | +9.1% | +20.7% |
| 10Y | +120.9% | +171.5% | -50.6% | +27.4% |
| All | +578.7% | +1,482.4% | -903.6% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling