+826.4%
FN vs DG
+128.5%
+698.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.6% |
| 7D | +16.3% | +0.7% | +15.6% | +16.0% |
| 30D | -24.7% | +7.4% | -32.2% | -25.8% |
| 3M | -34.9% | +8.5% | -43.4% | -36.1% |
| 6M | -41.1% | +21.9% | -63.0% | -43.7% |
| YTD | -19.6% | +4.9% | -24.5% | -21.2% |
| 1Y | -18.5% | +40.4% | -58.9% | -24.8% |
| 3Y | +119.1% | +23.5% | +95.6% | +98.7% |
| 5Y | +206.9% | -32.3% | +239.2% | +229.2% |
| 10Y | +826.4% | +119.3% | +707.1% | +549.0% |
| All | +826.4% | +128.5% | +698.0% | +549.0% |
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