+46.1%
FE vs DAR
-31.4%
+77.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.3% |
| 7D | -0.4% | +3.6% | -4.0% | -0.7% |
| 30D | +3.6% | -11.3% | +14.9% | +4.6% |
| 3M | +0.3% | -13.1% | +13.4% | +1.4% |
| 6M | +6.4% | -15.1% | +21.5% | +7.6% |
| YTD | +8.1% | +50.5% | -42.4% | +3.1% |
| 1Y | +4.6% | +57.9% | -53.3% | -0.8% |
| 3Y | +49.1% | +28.9% | +20.2% | +42.3% |
| 5Y | +46.1% | -31.4% | +77.6% | +57.8% |
| All | +46.1% | -31.4% | +77.5% | +57.8% |
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