+168.1%
DAL vs FE
+44.7%
+123.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | +4.6% | +0.6% | +4.0% | +4.5% |
| 30D | +2.3% | +6.4% | -4.1% | +2.0% |
| 3M | -8.1% | -0.5% | -7.6% | -8.1% |
| 6M | +21.4% | +4.7% | +16.7% | +21.2% |
| YTD | +24.3% | +8.4% | +15.9% | +23.5% |
| 1Y | +47.4% | +7.2% | +40.1% | +46.5% |
| All | +168.1% | +44.7% | +123.3% | +148.3% |
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