-99.6%
DFNS vs FE
+4.9%
-104.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.9% |
| 7D | -13.0% | -0.4% | -12.6% | -13.8% |
| 30D | -56.9% | +3.6% | -60.5% | -53.5% |
| 3M | -93.2% | +0.3% | -93.5% | -93.1% |
| 6M | -95.4% | +6.4% | -101.9% | -95.7% |
| YTD | -99.5% | +8.1% | -107.6% | -99.5% |
| 1Y | -99.6% | +4.6% | -104.2% | -99.7% |
| All | -99.6% | +4.9% | -104.6% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling