+59.5%
FE vs PL
+84.9%
-25.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | +1.9% | -9.3% | +11.2% | +2.1% |
| 30D | -1.2% | -18.9% | +17.8% | -0.9% |
| 3M | +3.5% | -58.4% | +61.9% | +4.6% |
| 6M | -6.1% | -30.3% | +24.2% | -6.1% |
| YTD | +7.6% | -8.1% | +15.7% | +6.8% |
| 1Y | +11.9% | +180.5% | -168.6% | +7.8% |
| 3Y | +48.4% | +444.1% | -395.7% | +36.2% |
| 5Y | +44.8% | +83.0% | -38.2% | +33.8% |
| All | +59.5% | +84.9% | -25.4% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling