+248.1%
DGX vs FDS
+64.8%
+183.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -0.9% | -14.0% | +13.1% | +3.3% |
| 30D | -1.2% | -6.2% | +5.1% | +0.4% |
| 3M | +15.8% | +10.2% | +5.6% | +11.6% |
| 6M | +18.2% | +27.4% | -9.3% | +7.7% |
| YTD | +37.2% | -9.3% | +46.5% | +38.3% |
| 1Y | +30.4% | -28.6% | +59.0% | +41.7% |
| 3Y | +96.7% | -36.8% | +133.5% | +119.5% |
| 5Y | +67.2% | -28.6% | +95.8% | +74.0% |
| All | +248.1% | +64.8% | +183.3% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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