+102.2%
FE vs TAP
-49.3%
+151.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | +4.1% | +9.1% | -5.0% | +1.5% |
| 3M | -1.0% | -3.8% | +2.8% | -0.3% |
| 6M | +4.0% | -3.4% | +7.4% | +4.4% |
| YTD | +6.8% | -10.6% | +17.5% | +8.9% |
| 1Y | +5.3% | -4.4% | +9.7% | +5.1% |
| 3Y | +44.6% | -24.4% | +68.9% | +52.6% |
| 5Y | +44.2% | +2.1% | +42.1% | +36.5% |
| All | +102.2% | -49.3% | +151.5% | +121.5% |
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