-99.9%
DFNS vs FE
+109.8%
-209.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.2% |
| 7D | -16.0% | +1.9% | -17.9% | -15.0% |
| 30D | -77.7% | -1.2% | -76.5% | -77.7% |
| 3M | -77.2% | +3.5% | -80.7% | -76.6% |
| 6M | -95.2% | -6.1% | -89.1% | -95.3% |
| YTD | -98.0% | +7.6% | -105.6% | -97.9% |
| 1Y | -98.3% | +11.9% | -110.2% | -98.1% |
| 3Y | -99.9% | +48.4% | -148.3% | -99.9% |
| 5Y | -99.9% | +44.8% | -144.7% | -99.8% |
| All | -99.9% | +109.8% | -209.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling