+4.8%
FE vs DRI
+31.8%
-27.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.5% | +4.2% | -4.7% | -0.8% |
| 30D | +4.3% | +15.7% | -11.4% | +3.6% |
| 3M | +0.4% | +5.8% | -5.4% | +0.1% |
| 6M | +6.9% | +18.4% | -11.5% | +6.2% |
| YTD | +8.0% | +28.2% | -20.2% | +5.9% |
| 1Y | +4.8% | +35.9% | -31.1% | +2.6% |
| All | +4.8% | +31.8% | -27.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling