+99.1%
NDAQ vs FE
+49.5%
+49.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.4% | +1.9% | -4.4% | -2.8% |
| 30D | +2.5% | -1.2% | +3.6% | +2.7% |
| 3M | +9.9% | +3.5% | +6.4% | +9.2% |
| 6M | +9.4% | -6.1% | +15.5% | +10.7% |
| YTD | +0.4% | +7.6% | -7.2% | -1.6% |
| 1Y | +4.0% | +11.9% | -7.9% | +0.9% |
| All | +99.1% | +49.5% | +49.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling