+576.2%
FE vs MDY
+1,514.1%
-937.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +3.5% | +0.8% | +2.7% | +3.0% |
| 6M | -6.1% | +7.4% | -13.5% | -9.5% |
| YTD | +7.6% | +15.2% | -7.6% | +0.2% |
| 1Y | +11.9% | +16.5% | -4.6% | +3.4% |
| 3Y | +48.4% | +46.8% | +1.6% | +20.5% |
| 5Y | +44.8% | +46.0% | -1.2% | +16.0% |
| 10Y | +115.9% | +172.1% | -56.2% | +24.6% |
| All | +576.2% | +1,514.1% | -937.9% | +95.6% |
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