+289.3%
FN vs DG
-35.0%
+324.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +3.1% |
| 7D | -1.7% | +8.4% | -10.1% | -2.1% |
| 30D | -22.0% | +4.9% | -26.9% | -22.2% |
| 3M | -43.0% | +29.3% | -72.3% | -44.1% |
| 6M | -27.7% | -11.3% | -16.5% | -26.7% |
| YTD | -10.5% | +1.8% | -12.3% | -10.5% |
| 1Y | +12.5% | +25.3% | -12.8% | +10.0% |
| 3Y | +153.8% | +9.1% | +144.7% | +150.7% |
| All | +289.3% | -35.0% | +324.3% | +332.3% |
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