+51.5%
FE vs DAR
+6.3%
+45.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +1.9% | +1.4% | +0.6% | +1.9% |
| 30D | -1.2% | +12.8% | -13.9% | -1.7% |
| 3M | +3.5% | +7.4% | -3.9% | +3.1% |
| 6M | -6.1% | +22.3% | -28.3% | -7.1% |
| YTD | +7.6% | +81.1% | -73.5% | +4.1% |
| 1Y | +11.9% | +106.5% | -94.6% | +7.3% |
| All | +51.5% | +6.3% | +45.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling