+120.9%
FE vs TAP
-48.8%
+169.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.5% | -4.5% | +4.0% | +0.7% |
| 30D | +4.3% | +7.5% | -3.2% | +2.1% |
| 3M | +0.4% | -4.9% | +5.3% | +1.4% |
| 6M | +6.9% | -3.5% | +10.4% | +7.3% |
| YTD | +8.0% | -11.4% | +19.4% | +10.4% |
| 1Y | +4.8% | -10.8% | +15.6% | +6.7% |
| 3Y | +49.0% | -24.5% | +73.4% | +57.1% |
| 5Y | +46.2% | +2.5% | +43.8% | +38.3% |
| 10Y | +120.9% | -47.6% | +168.5% | +126.9% |
| All | +120.9% | -48.8% | +169.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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