+46.2%
FE vs SHAK
-8.2%
+54.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -0.5% | +8.2% | -8.7% | -0.9% |
| 30D | +4.3% | +13.5% | -9.1% | +3.7% |
| 3M | +0.4% | +6.2% | -5.8% | 0.0% |
| 6M | +6.9% | +8.2% | -1.3% | +6.3% |
| YTD | +8.0% | -6.5% | +14.5% | +7.4% |
| 1Y | +4.8% | -19.2% | +24.0% | +5.0% |
| 3Y | +49.0% | +37.9% | +11.0% | +40.0% |
| 5Y | +46.2% | -9.5% | +55.7% | +36.6% |
| All | +46.2% | -8.2% | +54.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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