+109.8%
FE vs DG
+123.6%
-13.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +5.2% | +9.5% | -4.3% | +3.4% |
| 3M | 0.0% | +5.5% | -5.5% | -1.2% |
| 6M | +5.0% | +16.1% | -11.1% | +1.7% |
| YTD | +7.9% | +2.7% | +5.2% | +6.4% |
| 1Y | +6.3% | +42.1% | -35.8% | -1.7% |
| 3Y | +46.0% | +19.3% | +26.8% | +34.1% |
| 5Y | +45.6% | -35.3% | +81.0% | +53.5% |
| All | +109.8% | +123.6% | -13.7% | +86.7% |
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