+109.2%
FE vs SPXU
-99.5%
+208.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.4% |
| 7D | +0.6% | -1.5% | +2.1% | +0.4% |
| 30D | -2.1% | +3.7% | -5.9% | -1.4% |
| 3M | +2.6% | -9.6% | +12.2% | +0.9% |
| 6M | -6.8% | -32.4% | +25.6% | -13.1% |
| YTD | +6.9% | -28.7% | +35.6% | +0.9% |
| 1Y | +11.6% | -38.2% | +49.8% | +2.6% |
| 3Y | +47.7% | -80.4% | +128.1% | +10.6% |
| 5Y | +46.2% | -86.0% | +132.2% | +10.8% |
| 10Y | +109.2% | -99.5% | +208.7% | -11.9% |
| All | +109.2% | -99.5% | +208.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling