+123.4%
FE vs P
+652.0%
-528.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +1.2% | +11.6% | -10.4% | +0.5% |
| 30D | +4.5% | -23.7% | +28.2% | +6.0% |
| 3M | +1.3% | -8.0% | +9.3% | +1.2% |
| 6M | +8.7% | +27.9% | -19.2% | +5.7% |
| YTD | +9.2% | +61.2% | -51.9% | +4.0% |
| 1Y | +7.0% | +28.6% | -21.6% | +3.1% |
| 3Y | +51.4% | +200.5% | -149.1% | +30.1% |
| 5Y | +47.7% | +282.9% | -235.2% | +20.5% |
| All | +123.4% | +652.0% | -528.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling