+51.5%
FE vs DG
+9.1%
+42.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +1.9% | +8.4% | -6.5% | +1.3% |
| 30D | -1.2% | +4.9% | -6.1% | -1.5% |
| 3M | +3.5% | +29.3% | -25.8% | +1.5% |
| 6M | -6.1% | -11.3% | +5.2% | -5.4% |
| YTD | +7.6% | +1.8% | +5.9% | +7.2% |
| 1Y | +11.9% | +25.3% | -13.4% | +9.3% |
| All | +51.5% | +9.1% | +42.4% | +44.9% |
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 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