+188.7%
FE vs MKTX
+1,446.2%
-1,257.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -1.2% | +1.1% | -2.2% | -1.3% |
| 3M | +3.5% | +36.1% | -32.6% | -1.5% |
| 6M | -6.1% | -12.9% | +6.8% | -4.9% |
| YTD | +7.6% | -8.5% | +16.1% | +8.1% |
| 1Y | +11.9% | -7.5% | +19.5% | +12.1% |
| 3Y | +48.4% | -28.3% | +76.8% | +51.7% |
| 5Y | +44.8% | -63.3% | +108.1% | +60.0% |
| 10Y | +115.9% | +4.5% | +111.4% | +102.7% |
| All | +188.7% | +1,446.2% | -1,257.6% | +66.0% |
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