+296.4%
FN vs DGX
+66.8%
+229.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -26.0% | -1.2% | -24.8% | -25.9% |
| 3M | -33.3% | +19.9% | -53.2% | -33.8% |
| 6M | -14.9% | +19.2% | -34.1% | -15.7% |
| YTD | -8.6% | +37.5% | -46.0% | -11.0% |
| 1Y | +12.3% | +31.3% | -19.0% | +9.7% |
| 3Y | +174.4% | +96.6% | +77.8% | +140.9% |
| 5Y | +296.4% | +64.3% | +232.1% | +238.9% |
| All | +296.4% | +66.8% | +229.6% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling