+158.3%
FE vs USFR
+28.5%
+129.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.2% | +0.4% | +4.8% | +5.1% |
| 3M | 0.0% | +1.1% | -1.1% | -0.3% |
| 6M | +5.0% | +2.1% | +3.0% | +4.6% |
| YTD | +7.9% | +3.4% | +4.5% | +7.1% |
| 1Y | +6.3% | +4.1% | +2.2% | +5.4% |
| 3Y | +46.0% | +14.4% | +31.6% | +42.3% |
| 5Y | +45.6% | +21.3% | +24.3% | +40.3% |
| 10Y | +109.3% | +28.5% | +80.9% | +99.5% |
| All | +158.3% | +28.5% | +129.8% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling