+102.4%
FN vs DGX
+102.3%
+0.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.3% | +11.7% |
| 7D | 0.0% | +1.5% | -1.6% | +0.5% |
| 30D | -34.3% | +12.6% | -46.9% | -32.3% |
| 3M | -39.9% | +7.6% | -47.4% | -38.5% |
| 6M | -51.8% | +36.2% | -88.0% | -48.4% |
| YTD | -28.1% | +49.8% | -77.9% | -22.2% |
| 1Y | -29.1% | +47.3% | -76.3% | -23.4% |
| 3Y | +102.4% | +102.1% | +0.4% | +125.3% |
| All | +102.4% | +102.3% | +0.2% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling