+49.0%
FE vs P
+276.6%
-227.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +1.9% | +6.5% | -4.6% | +1.9% |
| 30D | -1.2% | +18.8% | -20.0% | -1.3% |
| 3M | +3.5% | +26.7% | -23.3% | +3.3% |
| 6M | -6.1% | +62.2% | -68.2% | -6.6% |
| YTD | +7.6% | +48.5% | -40.9% | +7.1% |
| 1Y | +11.9% | +26.4% | -14.5% | +11.5% |
| 3Y | +48.4% | +159.4% | -111.0% | +43.3% |
| All | +49.0% | +276.6% | -227.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling