+113.9%
FE vs ROP
+140.4%
-26.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.6% |
| 7D | +1.9% | -4.4% | +6.4% | +3.5% |
| 30D | -1.2% | +3.2% | -4.4% | -2.3% |
| 3M | +3.5% | +23.1% | -19.6% | -4.3% |
| 6M | -6.1% | +13.3% | -19.4% | -10.9% |
| YTD | +7.6% | -7.9% | +15.5% | +9.7% |
| 1Y | +11.9% | -22.1% | +34.0% | +21.7% |
| 3Y | +48.4% | -16.8% | +65.2% | +54.5% |
| 5Y | +44.8% | -13.5% | +58.3% | +46.3% |
| All | +113.9% | +140.4% | -26.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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