+104.2%
FE vs DRI
+367.2%
-262.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | 0.0% | +2.8% | -2.8% | -0.5% |
| 30D | +5.2% | +13.3% | -8.1% | +3.0% |
| 3M | 0.0% | +8.2% | -8.2% | -1.5% |
| 6M | +5.0% | +17.5% | -12.5% | +1.9% |
| YTD | +7.9% | +26.9% | -19.0% | +3.0% |
| 1Y | +6.3% | +31.6% | -25.2% | +0.8% |
| 3Y | +46.0% | +67.0% | -20.9% | +31.2% |
| 5Y | +45.6% | +72.9% | -27.3% | +28.6% |
| All | +104.2% | +367.2% | -262.9% | +65.2% |
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