+6.3%
FE vs Q
+19.7%
-13.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.7% | -3.3% | +4.9% | +1.6% |
| 30D | +8.1% | -9.7% | +17.8% | +8.1% |
| 3M | -1.3% | -16.1% | +14.8% | -1.4% |
| 6M | +2.9% | -15.7% | +18.6% | +2.6% |
| YTD | +8.6% | +45.7% | -37.2% | +6.8% |
| 1Y | +6.3% | +18.0% | -11.7% | +4.7% |
| All | +6.3% | +19.7% | -13.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling