+139.8%
FE vs P
+557.5%
-417.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.3% |
| 7D | +1.7% | -19.4% | +21.0% | +2.9% |
| 30D | +8.1% | -22.3% | +30.4% | +9.5% |
| 3M | -1.3% | +33.2% | -34.5% | -3.6% |
| 6M | +2.9% | +53.6% | -50.7% | -1.0% |
| YTD | +8.6% | +66.8% | -58.2% | +3.5% |
| 1Y | +6.3% | +17.5% | -11.2% | +3.4% |
| 3Y | +45.1% | +219.7% | -174.6% | +25.7% |
| 5Y | +47.1% | +307.8% | -260.6% | +21.6% |
| 10Y | +110.6% | +855.3% | -744.7% | +52.6% |
| All | +139.8% | +557.5% | -417.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling