-99.9%
DFNS vs FAST
+86.1%
-186.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +1.5% |
| 7D | -16.0% | -0.4% | -15.6% | -17.0% |
| 30D | -77.7% | -0.8% | -76.9% | -77.9% |
| 3M | -77.2% | +5.8% | -82.9% | -74.3% |
| 6M | -95.2% | +8.0% | -103.2% | -94.4% |
| YTD | -98.0% | +25.6% | -123.6% | -97.1% |
| 1Y | -98.3% | +0.8% | -99.1% | -98.3% |
| All | -99.9% | +86.1% | -186.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling