+109.8%
FE vs ROP
+192.7%
-82.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | 0.0% | +2.1% | -2.2% | -0.8% |
| 30D | +5.2% | +32.9% | -27.7% | -4.6% |
| 3M | 0.0% | +20.3% | -20.4% | -6.5% |
| 6M | +5.0% | +36.8% | -31.7% | -6.6% |
| YTD | +7.9% | +8.1% | -0.2% | +4.0% |
| 1Y | +6.3% | +8.3% | -1.9% | +2.3% |
| 3Y | +46.0% | -3.2% | +49.3% | +44.2% |
| 5Y | +45.6% | +1.7% | +43.9% | +38.9% |
| All | +109.8% | +192.7% | -82.8% | +58.2% |
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