-100.0%
DFNS vs FE
+42.7%
-142.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -14.6% |
| 7D | -44.0% | -1.0% | -43.0% | -45.1% |
| 30D | -69.1% | +4.1% | -73.3% | -66.9% |
| 3M | -95.6% | -1.0% | -94.6% | -95.7% |
| 6M | -96.2% | +4.0% | -100.2% | -95.9% |
| YTD | -99.6% | +6.8% | -106.4% | -99.6% |
| 1Y | -99.7% | +5.3% | -105.0% | -99.7% |
| 3Y | -100.0% | +44.6% | -144.6% | -100.0% |
| All | -100.0% | +42.7% | -142.6% | -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