+159.8%
FE vs SPXU
-100.0%
+259.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.3% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | -1.2% | +0.8% | -2.0% | -1.0% |
| 3M | +3.5% | -4.7% | +8.2% | +2.8% |
| 6M | -6.1% | -29.6% | +23.6% | -11.8% |
| YTD | +7.6% | -29.9% | +37.5% | +1.1% |
| 1Y | +11.9% | -39.1% | +51.0% | +2.5% |
| 3Y | +48.4% | -80.0% | +128.4% | +12.1% |
| 5Y | +44.8% | -86.0% | +130.8% | +10.0% |
| 10Y | +115.9% | -99.5% | +215.4% | -4.3% |
| All | +159.8% | -100.0% | +259.8% | -45.6% |
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