+104.2%
FE vs DD
+87.9%
+16.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | 0.0% | +4.6% | -4.7% | -1.1% |
| 30D | +5.2% | +11.8% | -6.6% | +2.6% |
| 3M | 0.0% | +2.2% | -2.2% | -0.7% |
| 6M | +5.0% | -1.6% | +6.7% | +4.9% |
| YTD | +7.9% | +23.0% | -15.1% | +1.9% |
| 1Y | +6.3% | +26.9% | -20.6% | -0.4% |
| 3Y | +46.0% | +77.9% | -31.9% | +23.1% |
| 5Y | +45.6% | +59.9% | -14.2% | +23.7% |
| All | +104.2% | +87.9% | +16.3% | +44.5% |
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