+3,142.0%
FN vs DGX
+595.2%
+2,546.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | -4.1% | +4.6% | -8.7% | -5.4% |
| 30D | -28.3% | +11.9% | -40.2% | -30.9% |
| 3M | -33.9% | +9.2% | -43.0% | -35.9% |
| 6M | -43.9% | +39.0% | -82.9% | -50.1% |
| YTD | -23.4% | +51.4% | -74.9% | -34.3% |
| 1Y | -25.4% | +42.6% | -68.0% | -34.8% |
| 3Y | +107.9% | +105.9% | +2.0% | +53.5% |
| 5Y | +195.1% | +96.6% | +98.5% | +118.4% |
| 10Y | +794.1% | +286.0% | +508.1% | +373.4% |
| All | +3,142.0% | +595.2% | +2,546.9% | +1,136.1% |
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