-99.9%
DFNS vs BTI
+151.2%
-251.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.1% |
| 7D | -16.0% | -1.4% | -14.6% | -16.6% |
| 30D | -77.7% | -6.6% | -71.1% | -78.3% |
| 3M | -77.2% | -3.0% | -74.2% | -77.3% |
| 6M | -95.2% | -6.7% | -88.5% | -95.3% |
| YTD | -98.0% | +0.6% | -98.5% | -97.9% |
| 1Y | -98.3% | +5.6% | -103.9% | -98.2% |
| 3Y | -99.9% | +110.3% | -210.2% | -99.8% |
| 5Y | -99.9% | +114.3% | -214.1% | -99.8% |
| All | -99.9% | +151.2% | -251.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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