+46.3%
FE vs Z
-55.4%
+101.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | -1.0% | -4.6% | +3.5% | -0.9% |
| 30D | +4.1% | +8.3% | -4.2% | +3.7% |
| 3M | -1.0% | -11.6% | +10.6% | -0.7% |
| 6M | +4.0% | -33.6% | +37.6% | +5.5% |
| YTD | +6.8% | -56.7% | +63.5% | +10.3% |
| 1Y | +5.3% | -59.1% | +64.4% | +9.0% |
| 3Y | +44.6% | -20.4% | +64.9% | +41.9% |
| All | +46.3% | -55.4% | +101.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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