+109.2%
FE vs DG
+105.6%
+3.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -2.1% | +1.0% | -3.2% | -2.4% |
| 3M | +2.6% | +20.3% | -17.7% | -0.9% |
| 6M | -6.8% | -11.7% | +5.0% | -5.2% |
| YTD | +6.9% | -2.3% | +9.2% | +6.5% |
| 1Y | +11.6% | +20.0% | -8.4% | +6.4% |
| 3Y | +47.7% | +7.2% | +40.5% | +38.7% |
| 5Y | +46.2% | -37.9% | +84.1% | +55.2% |
| 10Y | +109.2% | +107.3% | +1.9% | +83.9% |
| All | +109.2% | +105.6% | +3.5% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling