+49.0%
FE vs MTB
+101.8%
-52.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | -1.2% | -4.2% | +3.0% | -0.6% |
| 3M | +3.5% | +8.9% | -5.4% | +2.2% |
| 6M | -6.1% | +10.9% | -16.9% | -7.6% |
| YTD | +7.6% | +21.5% | -13.9% | +4.3% |
| 1Y | +11.9% | +21.9% | -10.0% | +8.3% |
| 3Y | +48.4% | +109.2% | -60.8% | +28.2% |
| All | +49.0% | +101.8% | -52.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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