+47.6%
FE vs MKTX
-61.3%
+108.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -1.2% | +1.0% | -2.1% | -1.3% |
| 3M | +1.7% | +40.8% | -39.1% | -2.2% |
| 6M | -7.5% | -10.9% | +3.4% | -6.3% |
| YTD | +6.3% | -8.6% | +14.9% | +7.3% |
| 1Y | +10.9% | -11.6% | +22.4% | +12.1% |
| 3Y | +46.9% | -24.5% | +71.5% | +49.1% |
| 5Y | +47.6% | -60.7% | +108.3% | +50.8% |
| All | +47.6% | -61.3% | +108.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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