+44.6%
FE vs S
+34.5%
+10.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.4% |
| 7D | -1.0% | -13.4% | +12.4% | -1.3% |
| 30D | +4.1% | -14.0% | +18.1% | +3.9% |
| 3M | -1.0% | +4.9% | -5.9% | -0.8% |
| 6M | +4.0% | +42.0% | -38.0% | +4.7% |
| YTD | +6.8% | +45.1% | -38.3% | +7.6% |
| 1Y | +5.3% | +33.1% | -27.8% | +6.1% |
| 3Y | +44.6% | +40.6% | +3.9% | +34.0% |
| All | +44.6% | +34.5% | +10.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling