+4.6%
FE vs Q
+28.9%
-24.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -0.4% | +6.6% | -7.0% | -0.3% |
| 30D | +3.6% | +2.7% | +0.9% | +3.7% |
| 3M | +0.3% | -8.4% | +8.7% | +0.4% |
| 6M | +6.4% | -17.3% | +23.7% | +6.3% |
| YTD | +8.1% | +55.3% | -47.2% | +6.4% |
| 1Y | +4.6% | +31.5% | -26.9% | +2.7% |
| All | +4.6% | +28.9% | -24.3% | +2.7% |
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