+122.7%
FE vs TRI
+221.6%
-98.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.4% | -7.2% | +6.8% | +1.3% |
| 30D | +3.6% | +4.4% | -0.8% | +2.2% |
| 3M | +0.3% | +4.5% | -4.2% | -1.6% |
| 6M | +6.4% | +23.7% | -17.3% | -1.5% |
| YTD | +8.1% | -14.4% | +22.5% | +11.4% |
| 1Y | +4.6% | -17.4% | +22.0% | +9.1% |
| 3Y | +49.1% | -11.0% | +60.1% | +45.0% |
| 5Y | +46.1% | +0.7% | +45.4% | +32.5% |
| 10Y | +122.7% | +224.0% | -101.3% | +30.7% |
| All | +122.7% | +221.6% | -98.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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