+161.1%
FE vs SPXU
-100.0%
+261.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.7% |
| 7D | -0.4% | +1.5% | -1.9% | +0.1% |
| 30D | +3.6% | +6.4% | -2.8% | +5.1% |
| 3M | +0.3% | +4.2% | -3.9% | +1.5% |
| 6M | +6.4% | -7.8% | +14.2% | +5.4% |
| YTD | +8.1% | -27.5% | +35.7% | +2.6% |
| 1Y | +4.6% | -27.1% | +31.7% | -0.6% |
| 3Y | +49.1% | -80.8% | +129.9% | +11.5% |
| 5Y | +46.1% | -84.1% | +130.2% | +14.3% |
| 10Y | +122.7% | -99.5% | +222.2% | -0.6% |
| All | +161.1% | -100.0% | +261.1% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling