+123.4%
FE vs DRI
+331.7%
-208.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | +1.1% | +0.2% | +1.0% |
| 30D | +4.5% | +9.7% | -5.2% | +2.9% |
| 3M | +1.3% | +3.2% | -1.8% | +0.7% |
| 6M | +8.7% | +20.6% | -11.9% | +5.0% |
| YTD | +9.2% | +28.3% | -19.0% | +4.0% |
| 1Y | +7.0% | +34.5% | -27.6% | +1.0% |
| 3Y | +51.4% | +66.5% | -15.1% | +35.9% |
| 5Y | +47.7% | +79.6% | -32.0% | +29.4% |
| All | +123.4% | +331.7% | -208.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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