+576.2%
FE vs DAR
+502.9%
+73.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 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% | +4.4% |
| 1Y | +11.9% | +106.5% | -94.6% | +7.8% |
| 3Y | +48.4% | +5.3% | +43.1% | +46.5% |
| 5Y | +44.8% | -11.5% | +56.3% | +43.3% |
| 10Y | +115.9% | +353.3% | -237.5% | +97.9% |
| All | +576.2% | +502.9% | +73.3% | +503.9% |
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