+2,327.9%
NDAQ vs FE
+302.3%
+2,025.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -2.4% | +1.9% | -4.4% | -3.2% |
| 30D | +2.5% | -1.2% | +3.6% | +2.9% |
| 3M | +9.9% | +3.5% | +6.4% | +8.3% |
| 6M | +9.4% | -6.1% | +15.5% | +11.9% |
| YTD | +0.4% | +7.6% | -7.2% | -3.0% |
| 1Y | +4.0% | +11.9% | -7.9% | -1.2% |
| 3Y | +94.4% | +48.4% | +46.0% | +62.1% |
| 5Y | +56.7% | +44.8% | +11.9% | +30.6% |
| 10Y | +375.3% | +115.9% | +259.4% | +218.0% |
| All | +2,327.9% | +302.3% | +2,025.6% | +1,387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling