+110.7%
FE vs RL
+397.7%
-287.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +4.6% | +7.3% | -2.7% | +3.6% |
| 3M | -0.8% | +1.0% | -1.9% | -1.1% |
| 6M | +7.3% | +11.8% | -4.5% | +5.2% |
| YTD | +8.3% | +13.6% | -5.3% | +5.7% |
| 1Y | +5.7% | +24.0% | -18.4% | +1.8% |
| 3Y | +49.0% | +256.6% | -207.6% | +19.2% |
| 5Y | +49.2% | +240.2% | -191.0% | +17.6% |
| 10Y | +110.7% | +373.0% | -262.3% | +43.2% |
| All | +110.7% | +397.7% | -287.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling