+48.4%
FE vs TAP
-24.0%
+72.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | 0.0% | +0.5% | -0.6% | -0.2% |
| 30D | +5.2% | +9.1% | -4.0% | +3.3% |
| 3M | 0.0% | -3.8% | +3.8% | +0.5% |
| 6M | +5.0% | -3.4% | +8.5% | +5.3% |
| YTD | +7.9% | -10.6% | +18.5% | +9.3% |
| 1Y | +6.3% | -4.4% | +10.7% | +5.8% |
| All | +48.4% | -24.0% | +72.4% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling