+159.2%
DUK vs FE
+123.7%
+35.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -1.1% | -0.3% | -0.9% | -1.0% |
| 30D | +8.8% | +3.9% | +4.9% | +6.6% |
| 3M | +5.0% | -0.1% | +5.1% | +5.1% |
| 6M | +4.6% | +6.1% | -1.5% | +1.4% |
| YTD | +12.6% | +8.1% | +4.5% | +7.9% |
| 1Y | +7.4% | +4.4% | +3.0% | +4.9% |
| 3Y | +63.1% | +49.0% | +14.1% | +30.7% |
| 5Y | +54.6% | +46.1% | +8.5% | +25.2% |
| All | +159.2% | +123.7% | +35.5% | +73.6% |
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