+6.3%
FE vs Q
+68.3%
-62.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.0% |
| 7D | +1.2% | +1.2% | +0.1% | +1.2% |
| 30D | +4.5% | -2.7% | +7.2% | +4.6% |
| 3M | +1.3% | -16.9% | +18.3% | +1.3% |
| 6M | +8.7% | -26.9% | +35.5% | +8.6% |
| YTD | +9.2% | +45.2% | -36.0% | +7.4% |
| 1Y | +7.0% | +38.1% | -31.2% | +5.7% |
| All | +6.3% | +68.3% | -62.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling