-100.0%
DFNS vs FN
+451.6%
-551.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.9% | +6.8% | +12.5% |
| 7D | -13.0% | +8.0% | -21.0% | -13.2% |
| 30D | -56.9% | -19.1% | -37.7% | -56.6% |
| 3M | -93.2% | -29.8% | -63.4% | -93.2% |
| 6M | -95.4% | -43.2% | -52.3% | -95.4% |
| YTD | -99.5% | -18.9% | -80.6% | -99.5% |
| 1Y | -99.6% | -17.9% | -81.8% | -99.6% |
| 3Y | -100.0% | +120.1% | -220.1% | -100.0% |
| 5Y | -100.0% | +206.7% | -306.7% | -100.0% |
| All | -100.0% | +451.6% | -551.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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