-21.7%
FN vs DG
+40.4%
-62.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +12.4% |
| 7D | +16.3% | +0.7% | +15.6% | +17.0% |
| 30D | -24.7% | +7.4% | -32.2% | -23.0% |
| 3M | -34.9% | +8.5% | -43.4% | -33.1% |
| 6M | -41.1% | +21.9% | -63.0% | -38.9% |
| YTD | -19.6% | +4.9% | -24.5% | -14.8% |
| All | -21.7% | +40.4% | -62.0% | -22.2% |
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