+40.5%
DUK vs FE
+46.8%
-6.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -2.0% | -2.1% | +0.1% | -0.6% |
| 3M | +0.2% | +2.6% | -2.4% | -1.5% |
| 6M | -6.9% | -6.8% | -0.1% | -2.5% |
| YTD | +6.1% | +6.9% | -0.7% | +1.4% |
| 1Y | +4.4% | +11.6% | -7.1% | -3.1% |
| 3Y | +49.1% | +47.7% | +1.4% | +12.7% |
| All | +40.5% | +46.8% | -6.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling