+794.1%
FN vs DG
+119.6%
+674.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.8% |
| 7D | -4.1% | +5.2% | -9.3% | -4.8% |
| 30D | -28.3% | +7.9% | -36.3% | -29.4% |
| 3M | -33.9% | +12.7% | -46.6% | -35.5% |
| 6M | -43.9% | +22.4% | -66.3% | -46.4% |
| YTD | -23.4% | +5.4% | -28.9% | -25.0% |
| 1Y | -25.4% | +39.4% | -64.8% | -31.1% |
| 3Y | +107.9% | +24.1% | +83.8% | +88.3% |
| 5Y | +195.1% | -32.2% | +227.2% | +216.7% |
| 10Y | +794.1% | +111.8% | +682.3% | +532.9% |
| All | +794.1% | +119.6% | +674.5% | +532.9% |
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