-100.0%
DFNS vs FE
+110.3%
-210.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.5% |
| 7D | -44.0% | 0.0% | -44.0% | -44.0% |
| 30D | -69.1% | +5.2% | -74.3% | -68.1% |
| 3M | -95.6% | 0.0% | -95.6% | -95.6% |
| 6M | -96.2% | +5.0% | -101.2% | -96.0% |
| YTD | -99.6% | +7.9% | -107.5% | -99.6% |
| 1Y | -99.7% | +6.3% | -106.1% | -99.7% |
| 3Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 5Y | -100.0% | +45.6% | -145.6% | -100.0% |
| All | -100.0% | +110.3% | -210.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling