+48.5%
FND vs DGX
+166.9%
-118.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | -2.2% | +1.4% | +0.6% |
| 30D | -19.6% | -0.9% | -18.7% | -19.1% |
| 3M | -4.3% | +15.6% | -19.9% | -12.6% |
| 6M | -20.4% | +17.8% | -38.2% | -28.3% |
| YTD | -21.9% | +37.5% | -59.3% | -36.3% |
| 1Y | -45.2% | +31.2% | -76.3% | -54.2% |
| 3Y | -49.2% | +96.6% | -145.8% | -68.4% |
| 5Y | -61.8% | +64.9% | -126.7% | -73.5% |
| All | +48.5% | +166.9% | -118.5% | -31.0% |
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