+120.9%
FE vs P
+691.2%
-570.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.2% |
| 7D | -0.5% | -13.3% | +12.8% | +0.2% |
| 30D | +4.3% | -34.0% | +38.3% | +6.7% |
| 3M | +0.4% | +4.1% | -3.7% | -0.6% |
| 6M | +6.9% | +30.5% | -23.5% | +3.8% |
| YTD | +8.0% | +52.2% | -44.2% | +3.2% |
| 1Y | +4.8% | +10.3% | -5.5% | +2.1% |
| 3Y | +49.0% | +180.9% | -131.9% | +28.6% |
| 5Y | +46.2% | +259.7% | -213.5% | +19.8% |
| 10Y | +120.9% | +652.6% | -531.7% | +57.7% |
| All | +120.9% | +691.2% | -570.3% | +57.7% |
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