+81.3%
FN vs DG
+23.1%
+58.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.7% | -14.4% |
| 7D | -16.0% | +6.1% | -22.1% | -15.5% |
| 30D | -40.1% | +11.9% | -52.1% | -39.6% |
| 3M | -43.9% | +9.3% | -53.2% | -43.5% |
| 6M | -55.6% | +19.1% | -74.8% | -55.2% |
| YTD | -35.7% | +5.9% | -41.6% | -34.7% |
| 1Y | -39.8% | +39.8% | -79.6% | -39.5% |
| All | +81.3% | +23.1% | +58.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling