+49.0%
FE vs DRI
+69.5%
-20.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.5% | +4.2% | -4.7% | -0.9% |
| 30D | +4.3% | +15.7% | -11.4% | +3.0% |
| 3M | +0.4% | +5.8% | -5.4% | -0.1% |
| 6M | +6.9% | +18.4% | -11.5% | +5.3% |
| YTD | +8.0% | +28.2% | -20.2% | +5.2% |
| 1Y | +4.8% | +35.9% | -31.1% | +1.5% |
| 3Y | +49.0% | +67.7% | -18.8% | +32.7% |
| All | +49.0% | +69.5% | -20.5% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling