+6.3%
FE vs DG
+45.3%
-38.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | -0.5% |
| 7D | +1.7% | +12.3% | -10.6% | +1.0% |
| 30D | +8.1% | +19.3% | -11.2% | +7.1% |
| 3M | -1.3% | +11.9% | -13.2% | -2.0% |
| 6M | +2.9% | +25.0% | -22.1% | +1.7% |
| YTD | +8.6% | +8.7% | -0.2% | +7.7% |
| 1Y | +6.3% | +44.7% | -38.4% | +4.1% |
| All | +6.3% | +45.3% | -38.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling