+48.6%
FE vs TRI
+3.3%
+45.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.1% |
| 7D | 0.0% | -4.8% | +4.8% | +0.4% |
| 30D | +5.2% | +13.4% | -8.2% | +3.7% |
| 3M | 0.0% | +13.1% | -13.2% | -1.6% |
| 6M | +5.0% | +24.4% | -19.4% | +1.6% |
| YTD | +7.9% | -11.4% | +19.3% | +11.5% |
| 1Y | +6.3% | -15.6% | +21.9% | +11.2% |
| 3Y | +46.0% | -6.5% | +52.5% | +42.0% |
| All | +48.6% | +3.3% | +45.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling