+104.2%
FE vs TAP
-49.3%
+153.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | 0.0% | +0.5% | -0.6% | -0.3% |
| 30D | +5.2% | +9.1% | -4.0% | +2.5% |
| 3M | 0.0% | -3.8% | +3.8% | +0.6% |
| 6M | +5.0% | -3.4% | +8.5% | +5.4% |
| YTD | +7.9% | -10.6% | +18.5% | +10.0% |
| 1Y | +6.3% | -4.4% | +10.7% | +6.1% |
| 3Y | +46.0% | -24.4% | +70.4% | +54.1% |
| 5Y | +45.6% | +2.1% | +43.6% | +37.8% |
| All | +104.2% | -49.3% | +153.5% | +123.7% |
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