+193.0%
FE vs MKTX
+1,471.0%
-1,278.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +4.5% | +0.9% | +3.6% | +4.4% |
| 3M | +1.3% | +2.6% | -1.2% | +1.0% |
| 6M | +8.7% | +20.4% | -11.8% | +5.2% |
| YTD | +9.2% | -7.1% | +16.3% | +9.5% |
| 1Y | +7.0% | -2.8% | +9.7% | +6.5% |
| 3Y | +51.4% | -21.7% | +73.1% | +53.3% |
| 5Y | +47.7% | -54.5% | +102.2% | +58.4% |
| 10Y | +125.0% | +13.0% | +112.0% | +109.2% |
| All | +193.0% | +1,471.0% | -1,278.1% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling