+49.0%
FE vs DAR
-11.0%
+60.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +1.9% | +1.4% | +0.6% | +1.8% |
| 30D | -1.2% | +12.8% | -13.9% | -2.3% |
| 3M | +3.5% | +7.4% | -3.9% | +2.7% |
| 6M | -6.1% | +22.3% | -28.3% | -8.1% |
| YTD | +7.6% | +81.1% | -73.5% | +1.2% |
| 1Y | +11.9% | +106.5% | -94.6% | +3.5% |
| 3Y | +48.4% | +5.3% | +43.1% | +47.5% |
| All | +49.0% | -11.0% | +60.0% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling