+46.3%
FE vs ROP
+1.1%
+45.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -1.0% | +2.1% | -3.2% | -1.5% |
| 30D | +4.1% | +32.9% | -28.8% | -2.0% |
| 3M | -1.0% | +20.0% | -21.0% | -4.9% |
| 6M | +4.0% | +36.4% | -32.4% | -3.2% |
| YTD | +6.8% | +7.8% | -1.0% | +5.8% |
| 1Y | +5.3% | +8.0% | -2.7% | +4.2% |
| 3Y | +44.6% | -3.5% | +48.1% | +45.2% |
| All | +46.3% | +1.1% | +45.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling