+58.4%
NDAQ vs FE
+45.0%
+13.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.4% | +1.9% | -4.4% | -3.0% |
| 30D | +2.5% | -1.2% | +3.6% | +2.8% |
| 3M | +9.9% | +3.5% | +6.4% | +8.6% |
| 6M | +9.4% | -6.1% | +15.5% | +11.4% |
| YTD | +0.4% | +7.6% | -7.2% | -2.5% |
| 1Y | +4.0% | +11.9% | -7.9% | -0.5% |
| 3Y | +94.4% | +48.4% | +46.0% | +64.1% |
| All | +58.4% | +45.0% | +13.4% | +31.7% |
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