+950.9%
FN vs DGX
+244.3%
+706.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.8% | -2.2% | +8.0% | +6.4% |
| 30D | -20.6% | -0.9% | -19.7% | -20.5% |
| 3M | -28.6% | +15.6% | -44.2% | -31.7% |
| 6M | -20.7% | +17.8% | -38.5% | -24.8% |
| YTD | -8.1% | +37.5% | -45.6% | -17.3% |
| 1Y | +13.3% | +31.2% | -17.8% | +3.2% |
| 3Y | +175.7% | +96.6% | +79.1% | +109.9% |
| 5Y | +297.4% | +64.9% | +232.5% | +219.8% |
| 10Y | +950.9% | +254.6% | +696.3% | +444.8% |
| All | +950.9% | +244.3% | +706.6% | +444.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling