+49.8%
FE vs DD
+89.9%
-40.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | +6.7% | -7.0% | -0.7% |
| 30D | +3.9% | +19.4% | -15.5% | +2.6% |
| 3M | -0.1% | +7.6% | -7.7% | -0.6% |
| 6M | +6.1% | +2.9% | +3.2% | +5.8% |
| YTD | +8.1% | +29.9% | -21.8% | +5.1% |
| 1Y | +4.4% | +28.6% | -24.2% | +1.6% |
| All | +49.8% | +89.9% | -40.1% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling