+123.4%
FE vs DGX
+279.6%
-156.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +1.6% | -0.3% | +0.7% |
| 30D | +4.5% | +11.2% | -6.7% | +0.9% |
| 3M | +1.3% | +10.4% | -9.0% | -2.1% |
| 6M | +8.7% | +37.1% | -28.4% | -2.7% |
| YTD | +9.2% | +52.1% | -42.9% | -6.2% |
| 1Y | +7.0% | +40.7% | -33.8% | -5.6% |
| 3Y | +51.4% | +107.6% | -56.2% | +15.3% |
| 5Y | +47.7% | +90.6% | -42.9% | +14.2% |
| All | +123.4% | +279.6% | -156.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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