+46.2%
FE vs Z
-56.4%
+102.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.1% |
| 7D | -0.5% | -6.5% | +5.9% | -0.3% |
| 30D | +4.3% | -0.1% | +4.4% | +4.2% |
| 3M | +0.4% | -14.1% | +14.5% | +0.8% |
| 6M | +6.9% | -30.1% | +37.0% | +8.2% |
| YTD | +8.0% | -57.5% | +65.5% | +11.7% |
| 1Y | +4.8% | -60.3% | +65.2% | +8.7% |
| 3Y | +49.0% | -21.0% | +70.0% | +46.2% |
| 5Y | +46.2% | -54.9% | +101.1% | +41.0% |
| All | +46.2% | -56.4% | +102.6% | +41.0% |
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