+175.6%
FN vs DG
-35.8%
+211.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -16.5% | +3.2% | -19.8% | -16.6% |
| 3M | -42.1% | +10.4% | -52.5% | -42.4% |
| 6M | -52.9% | +33.2% | -86.0% | -53.9% |
| YTD | -28.0% | +3.0% | -30.9% | -28.0% |
| 1Y | -18.5% | +31.2% | -49.7% | -20.5% |
| 3Y | +93.9% | +21.8% | +72.0% | +87.2% |
| All | +175.6% | -35.8% | +211.5% | +205.0% |
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