+576.2%
FE vs DRI
+6,187.6%
-5,611.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +3.5% | +13.0% | -9.5% | +1.3% |
| 6M | -6.1% | +8.3% | -14.4% | -7.5% |
| YTD | +7.6% | +20.6% | -13.0% | +3.9% |
| 1Y | +11.9% | +6.5% | +5.5% | +10.1% |
| 3Y | +48.4% | +53.7% | -5.3% | +36.2% |
| 5Y | +44.8% | +72.7% | -27.9% | +28.8% |
| 10Y | +115.9% | +363.2% | -247.3% | +54.6% |
| All | +576.2% | +6,187.6% | -5,611.3% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling