+102.2%
FE vs DAR
+268.8%
-166.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -1.0% | -9.9% | +8.9% | +0.5% |
| 30D | +4.1% | -16.4% | +20.5% | +6.9% |
| 3M | -1.0% | -17.1% | +16.0% | +1.5% |
| 6M | +4.0% | -20.5% | +24.5% | +7.1% |
| YTD | +6.8% | +39.4% | -32.6% | +0.1% |
| 1Y | +5.3% | +57.2% | -51.9% | -3.5% |
| 3Y | +44.6% | +13.9% | +30.7% | +36.0% |
| 5Y | +44.2% | -40.8% | +85.0% | +51.0% |
| All | +102.2% | +268.8% | -166.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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