+906.2%
FN vs DG
+109.0%
+797.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.9% |
| 7D | -1.7% | +8.4% | -10.1% | -2.9% |
| 30D | -22.0% | +4.9% | -26.9% | -22.6% |
| 3M | -43.0% | +29.3% | -72.3% | -45.8% |
| 6M | -27.7% | -11.3% | -16.5% | -26.5% |
| YTD | -10.5% | +1.8% | -12.3% | -11.5% |
| 1Y | +12.5% | +25.3% | -12.8% | +6.3% |
| 3Y | +153.8% | +9.1% | +144.7% | +138.5% |
| 5Y | +288.0% | -34.9% | +322.9% | +320.9% |
| All | +906.2% | +109.0% | +797.2% | +642.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling