+70.9%
NDAQ vs FE
+47.0%
+23.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +16.3% | +3.6% | +12.7% | +15.0% |
| 3M | +15.8% | +0.3% | +15.5% | +15.7% |
| 6M | +24.8% | +6.4% | +18.4% | +22.2% |
| YTD | +14.1% | +8.1% | +5.9% | +10.5% |
| 1Y | +26.5% | +4.6% | +21.9% | +24.0% |
| 3Y | +119.1% | +49.1% | +70.0% | +84.6% |
| 5Y | +70.9% | +46.1% | +24.8% | +39.5% |
| All | +70.9% | +47.0% | +23.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling