+4.8%
FE vs ROP
+7.7%
-2.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +4.3% | +30.3% | -26.0% | +4.6% |
| 3M | +0.4% | +17.8% | -17.4% | +0.3% |
| 6M | +6.9% | +38.9% | -32.0% | +7.9% |
| YTD | +8.0% | +7.6% | +0.4% | +6.3% |
| 1Y | +4.8% | +6.5% | -1.7% | +3.2% |
| All | +4.8% | +7.7% | -2.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling