+46.0%
FE vs DG
-35.8%
+81.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +4.5% | +3.2% | +1.3% | +4.1% |
| 3M | +1.3% | +10.4% | -9.1% | +0.2% |
| 6M | +8.7% | +33.2% | -24.5% | +5.3% |
| YTD | +9.2% | +3.0% | +6.2% | +8.3% |
| 1Y | +7.0% | +31.2% | -24.2% | +3.1% |
| 3Y | +51.4% | +21.8% | +29.6% | +43.2% |
| All | +46.0% | -35.8% | +81.8% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling