+743.6%
FN vs DG
+122.0%
+621.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.7% | +12.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -34.3% | +9.5% | -43.8% | -35.5% |
| 3M | -39.9% | +5.5% | -45.3% | -40.7% |
| 6M | -51.8% | +16.1% | -67.9% | -53.6% |
| YTD | -28.1% | +2.7% | -30.8% | -29.4% |
| 1Y | -29.1% | +42.1% | -71.2% | -34.8% |
| 3Y | +102.4% | +19.3% | +83.2% | +84.9% |
| 5Y | +171.7% | -35.3% | +207.0% | +194.7% |
| All | +743.6% | +122.0% | +621.6% | +490.0% |
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