-100.0%
DFNS vs FE
+50.7%
-150.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -3.7% |
| 7D | -6.0% | +1.2% | -7.2% | -3.9% |
| 30D | -71.2% | +4.5% | -75.7% | -68.8% |
| 3M | -94.5% | +1.3% | -95.9% | -94.4% |
| 6M | -96.5% | +8.7% | -105.2% | -96.1% |
| YTD | -99.6% | +9.2% | -108.8% | -99.6% |
| 1Y | -99.7% | +7.0% | -106.7% | -99.6% |
| 3Y | -100.0% | +51.4% | -151.4% | -100.0% |
| All | -100.0% | +50.7% | -150.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling