+578.0%
FE vs MTB
+1,001.2%
-423.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | +5.2% | +0.5% | +4.7% | +5.1% |
| 3M | 0.0% | -12.4% | +12.4% | +2.7% |
| 6M | +5.0% | +1.5% | +3.5% | +4.5% |
| YTD | +7.9% | +10.3% | -2.4% | +5.3% |
| 1Y | +6.3% | +22.2% | -15.9% | +1.4% |
| 3Y | +46.0% | +96.9% | -50.9% | +23.5% |
| 5Y | +45.6% | +64.3% | -18.7% | +25.4% |
| 10Y | +109.3% | +137.8% | -28.5% | +56.8% |
| All | +578.0% | +1,001.2% | -423.2% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling