+581.0%
FE vs DAR
+368.9%
+212.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | +0.6% | -8.1% | +8.6% | +1.0% |
| 30D | +6.4% | -17.1% | +23.5% | +7.3% |
| 3M | -0.5% | -12.3% | +11.8% | 0.0% |
| 6M | +4.7% | -21.8% | +26.6% | +5.8% |
| YTD | +8.4% | +40.8% | -32.5% | +6.4% |
| 1Y | +7.2% | +57.4% | -50.1% | +4.7% |
| 3Y | +44.9% | +12.1% | +32.8% | +42.6% |
| 5Y | +46.3% | -40.2% | +86.5% | +47.3% |
| 10Y | +110.3% | +280.1% | -169.8% | +94.4% |
| All | +581.0% | +368.9% | +212.1% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling