+114.4%
FE vs P
+732.0%
-617.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +1.9% | +6.5% | -4.6% | +1.5% |
| 30D | -1.2% | +18.8% | -20.0% | -2.4% |
| 3M | +3.5% | +26.7% | -23.3% | +1.5% |
| 6M | -6.1% | +62.2% | -68.2% | -9.8% |
| YTD | +7.6% | +48.5% | -40.9% | +3.7% |
| 1Y | +11.9% | +26.4% | -14.5% | +8.4% |
| 3Y | +48.4% | +159.4% | -111.0% | +30.4% |
| 5Y | +44.8% | +275.8% | -231.0% | +19.3% |
| All | +114.4% | +732.0% | -617.6% | +57.8% |
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