+804.7%
FN vs DG
+111.9%
+692.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +8.0% | -3.0% | +11.0% | +8.4% |
| 30D | -19.1% | +8.6% | -27.8% | -20.4% |
| 3M | -29.8% | +15.0% | -44.9% | -31.7% |
| 6M | -43.2% | +32.7% | -75.9% | -46.5% |
| YTD | -18.9% | +5.5% | -24.5% | -20.6% |
| 1Y | -17.9% | +34.6% | -52.5% | -23.5% |
| 3Y | +120.1% | +24.2% | +95.9% | +99.3% |
| 5Y | +206.7% | -32.3% | +238.9% | +229.4% |
| 10Y | +804.7% | +111.1% | +693.6% | +543.1% |
| All | +804.7% | +111.9% | +692.7% | +543.1% |
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