+44.6%
FE vs DG
+19.3%
+25.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | +4.1% | +9.5% | -5.4% | +3.4% |
| 3M | -1.0% | +5.5% | -6.5% | -1.5% |
| 6M | +4.0% | +16.1% | -12.1% | +2.6% |
| YTD | +6.8% | +2.7% | +4.2% | +6.2% |
| 1Y | +5.3% | +42.1% | -36.8% | +1.8% |
| 3Y | +44.6% | +19.3% | +25.3% | +31.5% |
| All | +44.6% | +19.3% | +25.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling