-100.0%
DFNS vs FN
+390.3%
-490.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -5.1% |
| 7D | -6.0% | +0.3% | -6.2% | -5.9% |
| 30D | -71.2% | -16.5% | -54.7% | -70.9% |
| 3M | -94.5% | -42.1% | -52.4% | -94.5% |
| 6M | -96.5% | -52.9% | -43.7% | -96.5% |
| YTD | -99.6% | -28.0% | -71.7% | -99.6% |
| 1Y | -99.7% | -18.5% | -81.2% | -99.7% |
| 3Y | -100.0% | +93.9% | -193.8% | -100.0% |
| 5Y | -100.0% | +170.5% | -270.5% | -100.0% |
| All | -100.0% | +390.3% | -490.2% | -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