+3,689.8%
FN vs DGX
+535.5%
+3,154.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.4% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -22.0% | +0.6% | -22.5% | -22.2% |
| 3M | -43.0% | +21.4% | -64.4% | -46.8% |
| 6M | -27.7% | +14.7% | -42.5% | -31.4% |
| YTD | -10.5% | +38.4% | -49.0% | -20.8% |
| 1Y | +12.5% | +34.0% | -21.5% | +0.3% |
| 3Y | +153.8% | +92.7% | +61.1% | +91.1% |
| 5Y | +288.0% | +67.7% | +220.3% | +204.3% |
| 10Y | +906.4% | +248.0% | +658.4% | +453.8% |
| All | +3,689.8% | +535.5% | +3,154.3% | +1,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling