-100.0%
DFNS vs FAST
+91.5%
-191.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.6% | -19.1% | -20.3% |
| 7D | -37.4% | +0.7% | -38.1% | -36.7% |
| 30D | -65.8% | +4.6% | -70.5% | -63.9% |
| 3M | -95.0% | +6.4% | -101.4% | -94.6% |
| 6M | -95.8% | +20.6% | -116.4% | -94.4% |
| YTD | -99.5% | +34.7% | -134.2% | -99.3% |
| 1Y | -99.7% | +29.7% | -129.4% | -99.6% |
| All | -100.0% | +91.5% | -191.4% | -99.9% |
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