-55.6%
FN vs DG
+20.0%
-75.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.6% | -11.7% | -15.8% |
| 7D | -16.0% | +6.1% | -22.1% | -12.2% |
| 30D | -40.1% | +11.9% | -52.1% | -35.1% |
| 3M | -43.9% | +9.3% | -53.2% | -39.7% |
| 6M | -55.6% | +19.1% | -74.8% | -49.2% |
| All | -55.6% | +20.0% | -75.6% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling