-100.0%
DFNS vs FN
+428.9%
-528.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.1% | -15.2% | -19.2% |
| 7D | -12.7% | +20.8% | -33.4% | -13.5% |
| 30D | -65.2% | -17.3% | -47.9% | -65.0% |
| 3M | -94.6% | -38.1% | -56.4% | -94.5% |
| 6M | -96.2% | -44.2% | -52.0% | -96.2% |
| YTD | -99.6% | -22.3% | -77.3% | -99.6% |
| 1Y | -99.7% | -20.9% | -78.8% | -99.7% |
| 3Y | -100.0% | +111.1% | -211.0% | -100.0% |
| 5Y | -100.0% | +191.8% | -291.8% | -100.0% |
| All | -100.0% | +428.9% | -528.9% | -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