+6.3%
FE vs DAR
+54.9%
-48.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | 0.0% | -9.9% | +9.9% | -0.3% |
| 30D | +5.2% | -16.4% | +21.6% | +4.8% |
| 3M | 0.0% | -17.1% | +17.0% | -0.4% |
| 6M | +5.0% | -20.5% | +25.5% | +5.1% |
| YTD | +7.9% | +39.4% | -31.5% | +5.5% |
| 1Y | +6.3% | +57.2% | -50.9% | +3.6% |
| All | +6.3% | +54.9% | -48.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling