+49.0%
FE vs DAR
+20.8%
+28.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -0.5% | -3.8% | +3.3% | -0.4% |
| 30D | +4.3% | -14.4% | +18.7% | +4.9% |
| 3M | +0.4% | -17.9% | +18.3% | +1.1% |
| 6M | +6.9% | -18.3% | +25.2% | +7.7% |
| YTD | +8.0% | +43.2% | -35.2% | +5.3% |
| 1Y | +4.8% | +57.7% | -52.9% | +1.6% |
| 3Y | +49.0% | +22.7% | +26.2% | +47.2% |
| All | +49.0% | +20.8% | +28.1% | +47.2% |
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