+122.7%
FE vs DRI
+339.9%
-217.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +3.6% | +14.7% | -11.1% | +1.2% |
| 3M | +0.3% | +5.4% | -5.1% | -0.7% |
| 6M | +6.4% | +18.8% | -12.4% | +3.1% |
| YTD | +8.1% | +28.4% | -20.2% | +3.0% |
| 1Y | +4.6% | +37.7% | -33.1% | -1.7% |
| 3Y | +49.1% | +68.0% | -18.8% | +33.7% |
| 5Y | +46.1% | +78.8% | -32.7% | +28.1% |
| 10Y | +122.7% | +334.2% | -211.4% | +72.1% |
| All | +122.7% | +339.9% | -217.1% | +72.1% |
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