+110.7%
FE vs DD
+105.4%
+5.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.8% |
| 7D | -1.1% | +9.8% | -10.9% | -3.2% |
| 30D | +4.6% | +19.3% | -14.7% | +0.7% |
| 3M | -0.8% | +9.4% | -10.2% | -2.9% |
| 6M | +7.3% | +4.8% | +2.5% | +5.7% |
| YTD | +8.3% | +30.2% | -21.9% | +1.0% |
| 1Y | +5.7% | +32.2% | -26.6% | -1.9% |
| 3Y | +49.0% | +93.1% | -44.1% | +23.3% |
| 5Y | +49.2% | +68.0% | -18.8% | +25.4% |
| 10Y | +110.7% | +98.5% | +12.2% | +44.9% |
| All | +110.7% | +105.4% | +5.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling