-25.7%
FN vs DG
+45.3%
-70.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.5% | -14.5% | -3.7% |
| 7D | -7.0% | +12.3% | -19.2% | -4.1% |
| 30D | -24.7% | +19.3% | -44.0% | -21.8% |
| 3M | -35.7% | +11.9% | -47.5% | -33.5% |
| 6M | -52.4% | +25.0% | -77.4% | -50.4% |
| YTD | -25.0% | +8.7% | -33.7% | -20.0% |
| 1Y | -25.7% | +44.7% | -70.4% | -29.1% |
| All | -25.7% | +45.3% | -70.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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