+127.9%
DUK vs FE
+114.6%
+13.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +0.2% | -1.2% | +1.4% | +0.9% |
| 3M | -1.9% | +1.7% | -3.5% | -2.7% |
| 6M | -6.5% | -7.5% | +1.0% | -2.5% |
| YTD | +5.4% | +6.3% | -0.9% | +1.9% |
| 1Y | +3.6% | +10.9% | -7.3% | -2.2% |
| 3Y | +48.1% | +46.9% | +1.2% | +19.5% |
| 5Y | +39.6% | +47.6% | -8.0% | +12.4% |
| All | +127.9% | +114.6% | +13.3% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling