-100.0%
DFNS vs FAST
+106.5%
-206.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.9% |
| 7D | -6.0% | +4.2% | -10.1% | -3.5% |
| 30D | -71.2% | +6.7% | -77.9% | -69.9% |
| 3M | -94.5% | +8.0% | -102.6% | -94.3% |
| 6M | -96.5% | +27.4% | -124.0% | -95.8% |
| YTD | -99.6% | +40.5% | -140.1% | -99.5% |
| 1Y | -99.7% | +38.4% | -138.0% | -99.6% |
| 3Y | -100.0% | +98.7% | -198.7% | -100.0% |
| All | -100.0% | +106.5% | -206.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling