+206.7%
FN vs DG
-32.2%
+238.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +8.0% | -3.0% | +11.0% | +8.0% |
| 30D | -19.1% | +8.6% | -27.8% | -19.4% |
| 3M | -29.8% | +15.0% | -44.9% | -30.3% |
| 6M | -43.2% | +32.7% | -75.9% | -44.4% |
| YTD | -18.9% | +5.5% | -24.5% | -19.0% |
| 1Y | -17.9% | +34.6% | -52.5% | -19.9% |
| 3Y | +120.1% | +24.2% | +95.9% | +112.7% |
| 5Y | +206.7% | -32.3% | +238.9% | +241.0% |
| All | +206.7% | -32.2% | +238.9% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling