+102.2%
FE vs ROP
+195.2%
-93.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.5% |
| 7D | -1.0% | +2.1% | -3.2% | -1.8% |
| 30D | +4.1% | +32.9% | -28.8% | -5.5% |
| 3M | -1.0% | +20.0% | -21.0% | -7.3% |
| 6M | +4.0% | +36.4% | -32.4% | -7.4% |
| YTD | +6.8% | +7.8% | -1.0% | +3.0% |
| 1Y | +5.3% | +8.0% | -2.7% | +1.4% |
| 3Y | +44.6% | -3.5% | +48.1% | +42.9% |
| 5Y | +44.2% | +1.5% | +42.7% | +37.7% |
| All | +102.2% | +195.2% | -93.0% | +60.0% |
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