+576.2%
FE vs DGX
+7,982.6%
-7,406.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | +1.9% | -2.3% | +4.3% | +2.4% |
| 30D | -1.2% | +0.6% | -1.7% | -1.3% |
| 3M | +3.5% | +21.4% | -17.9% | -0.6% |
| 6M | -6.1% | +14.7% | -20.8% | -8.8% |
| YTD | +7.6% | +38.4% | -30.8% | +0.5% |
| 1Y | +11.9% | +34.0% | -22.1% | +5.1% |
| 3Y | +48.4% | +92.7% | -44.3% | +29.3% |
| 5Y | +44.8% | +67.7% | -22.9% | +28.8% |
| 10Y | +115.9% | +248.0% | -132.1% | +66.0% |
| All | +576.2% | +7,982.6% | -7,406.4% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling