-49.8%
FND vs DGX
+96.4%
-146.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.4% |
| 30D | -20.2% | -1.2% | -19.1% | -19.8% |
| 3M | -12.0% | +15.8% | -27.7% | -16.6% |
| 6M | -18.5% | +18.2% | -36.7% | -23.4% |
| YTD | -22.3% | +37.2% | -59.5% | -30.5% |
| 1Y | -47.6% | +30.4% | -78.0% | -52.5% |
| 3Y | -49.8% | +96.7% | -146.5% | -59.5% |
| All | -49.8% | +96.4% | -146.2% | -59.5% |
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