+117.4%
FE vs Z
+25.1%
+92.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | -1.2% | -4.2% | +3.0% | -1.0% |
| 3M | +3.5% | -3.7% | +7.2% | +3.5% |
| 6M | -6.1% | -24.5% | +18.4% | -4.6% |
| YTD | +7.6% | -49.3% | +56.9% | +12.2% |
| 1Y | +11.9% | -58.7% | +70.6% | +18.3% |
| 3Y | +48.4% | -34.1% | +82.6% | +48.7% |
| 5Y | +44.8% | -64.5% | +109.3% | +48.5% |
| 10Y | +115.9% | -0.5% | +116.4% | +83.3% |
| All | +117.4% | +25.1% | +92.3% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling