+155.8%
FE vs USFR
+28.5%
+127.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +4.1% | +0.4% | +3.8% | +4.1% |
| 3M | -1.0% | +1.1% | -2.1% | -1.2% |
| 6M | +4.0% | +2.1% | +2.0% | +3.6% |
| YTD | +6.8% | +3.4% | +3.4% | +6.1% |
| 1Y | +5.3% | +4.1% | +1.2% | +4.4% |
| 3Y | +44.6% | +14.4% | +30.2% | +40.9% |
| 5Y | +44.2% | +21.3% | +22.9% | +39.0% |
| 10Y | +107.3% | +28.5% | +78.8% | +97.5% |
| All | +155.8% | +28.5% | +127.2% | +143.7% |
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