-99.6%
DFNS vs FAST
+32.0%
-131.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.7% | -20.0% | -18.9% |
| 7D | -27.7% | +3.4% | -31.1% | -28.7% |
| 30D | -58.0% | +5.5% | -63.5% | -58.8% |
| 3M | -94.0% | +7.6% | -101.6% | -94.2% |
| 6M | -94.6% | +19.8% | -114.4% | -95.0% |
| YTD | -99.4% | +35.5% | -134.9% | -99.6% |
| 1Y | -99.6% | +31.6% | -131.3% | -99.8% |
| All | -99.6% | +32.0% | -131.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling