+46.3%
FE vs PL
+11.6%
+34.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.1% | +9.9% | -0.1% |
| 7D | +0.6% | -20.5% | +21.1% | +0.8% |
| 30D | +6.4% | -38.8% | +45.2% | +7.0% |
| 3M | -0.5% | -49.1% | +48.7% | +0.3% |
| 6M | +4.7% | -69.4% | +74.1% | +6.1% |
| YTD | +8.4% | -42.3% | +50.7% | +8.1% |
| 1Y | +7.2% | -14.2% | +21.4% | +5.9% |
| 3Y | +44.9% | +398.7% | -353.8% | +31.8% |
| 5Y | +46.3% | +11.1% | +35.1% | +36.0% |
| All | +46.3% | +11.6% | +34.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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