+113.9%
FE vs DRI
+363.5%
-249.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +1.9% | +0.6% | +1.4% | +1.8% |
| 30D | -1.2% | +3.8% | -5.0% | -1.9% |
| 3M | +3.5% | +13.0% | -9.5% | +1.2% |
| 6M | -6.1% | +8.3% | -14.4% | -7.6% |
| YTD | +7.6% | +20.6% | -13.0% | +3.7% |
| 1Y | +11.9% | +6.5% | +5.5% | +10.0% |
| 3Y | +48.4% | +53.7% | -5.3% | +35.3% |
| 5Y | +44.8% | +72.7% | -27.9% | +27.7% |
| All | +113.9% | +363.5% | -249.7% | +60.3% |
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