-20.9%
FN vs DG
+31.9%
-52.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -4.6% |
| 7D | +20.8% | -2.5% | +23.2% | +20.0% |
| 30D | -17.3% | +7.7% | -25.0% | -15.6% |
| 3M | -38.1% | +13.1% | -51.2% | -36.4% |
| 6M | -44.2% | +32.0% | -76.3% | -43.0% |
| YTD | -22.3% | +3.3% | -25.6% | -17.9% |
| 1Y | -20.9% | +31.7% | -52.6% | -21.8% |
| All | -20.9% | +31.9% | -52.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling