+2,586.3%
NDAQ vs FE
+305.1%
+2,281.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +15.8% | +6.4% | +9.4% | +13.0% |
| 3M | +13.4% | -0.5% | +13.8% | +13.5% |
| 6M | +20.9% | +4.7% | +16.1% | +18.4% |
| YTD | +11.1% | +8.4% | +2.7% | +7.0% |
| 1Y | +26.5% | +7.2% | +19.3% | +22.3% |
| 3Y | +121.5% | +44.9% | +76.6% | +86.8% |
| 5Y | +61.3% | +46.3% | +15.0% | +34.0% |
| 10Y | +480.0% | +110.3% | +369.8% | +293.4% |
| All | +2,586.3% | +305.1% | +2,281.2% | +1,540.8% |
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