+120.9%
FE vs SPXU
-99.5%
+220.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | -1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.3% |
| 30D | +4.3% | +10.9% | -6.6% | +6.6% |
| 3M | +0.4% | +9.6% | -9.2% | +2.5% |
| 6M | +6.9% | -4.7% | +11.6% | +6.6% |
| YTD | +8.0% | -24.6% | +32.6% | +3.3% |
| 1Y | +4.8% | -24.7% | +29.6% | +0.4% |
| 3Y | +49.0% | -80.0% | +129.0% | +11.8% |
| 5Y | +46.2% | -83.5% | +129.7% | +15.3% |
| 10Y | +120.9% | -99.5% | +220.4% | -2.2% |
| All | +120.9% | -99.5% | +220.4% | -2.2% |
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