+47.6%
FE vs DGX
+64.0%
-16.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | -1.2% | -0.9% | -0.3% | -1.0% |
| 3M | +1.7% | +15.6% | -13.9% | -2.9% |
| 6M | -7.5% | +17.8% | -25.3% | -12.3% |
| YTD | +6.3% | +37.5% | -31.1% | -4.3% |
| 1Y | +10.9% | +31.2% | -20.3% | +1.1% |
| 3Y | +46.9% | +96.6% | -49.7% | +16.5% |
| 5Y | +47.6% | +64.9% | -17.3% | +20.4% |
| All | +47.6% | +64.0% | -16.4% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling