-99.9%
DFNS vs FAST
+154.1%
-253.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +1.0% |
| 7D | -16.0% | -0.4% | -15.6% | -16.5% |
| 30D | -77.7% | -0.8% | -76.9% | -77.8% |
| 3M | -77.2% | +5.8% | -82.9% | -75.8% |
| 6M | -95.2% | +8.0% | -103.2% | -94.8% |
| YTD | -98.0% | +25.6% | -123.6% | -97.6% |
| 1Y | -98.3% | +0.8% | -99.1% | -98.2% |
| 3Y | -99.9% | +86.1% | -186.0% | -99.8% |
| 5Y | -99.9% | +100.2% | -200.1% | -99.8% |
| All | -99.9% | +154.1% | -253.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling