+581.0%
FE vs ROP
+4,385.2%
-3,804.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | +9.2% | -8.6% | -1.6% |
| 30D | +6.4% | +35.5% | -29.1% | -1.5% |
| 3M | -0.5% | +24.4% | -24.9% | -6.0% |
| 6M | +4.7% | +38.0% | -33.3% | -4.1% |
| YTD | +8.4% | +11.1% | -2.7% | +4.2% |
| 1Y | +7.2% | +10.9% | -3.7% | +3.1% |
| 3Y | +44.9% | -0.5% | +45.3% | +42.1% |
| 5Y | +46.3% | +4.5% | +41.8% | +40.8% |
| 10Y | +110.3% | +207.5% | -97.2% | +55.0% |
| All | +581.0% | +4,385.2% | -3,804.2% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling