-99.7%
DFNS vs FAST
+30.1%
-129.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.2% | -12.4% | -12.3% |
| 7D | -44.0% | +2.1% | -46.1% | -44.4% |
| 30D | -69.1% | +6.9% | -76.0% | -69.7% |
| 3M | -95.6% | +4.8% | -100.5% | -95.7% |
| 6M | -96.2% | +19.8% | -115.9% | -96.4% |
| YTD | -99.6% | +34.9% | -134.5% | -99.7% |
| 1Y | -99.7% | +32.8% | -132.5% | -99.8% |
| All | -99.7% | +30.1% | -129.8% | -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