+160.3%
FN vs DG
+9.1%
+151.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +3.2% |
| 7D | -1.7% | +8.4% | -10.1% | -1.5% |
| 30D | -22.0% | +4.9% | -26.9% | -21.8% |
| 3M | -43.0% | +29.3% | -72.3% | -43.0% |
| 6M | -27.7% | -11.3% | -16.5% | -26.7% |
| YTD | -10.5% | +1.8% | -12.3% | -9.7% |
| 1Y | +12.5% | +25.3% | -12.8% | +12.6% |
| All | +160.3% | +9.1% | +151.3% | +186.1% |
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 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