-100.0%
DFNS vs FN
+447.0%
-547.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.8% | -3.5% |
| 7D | -42.8% | +16.3% | -59.1% | -43.0% |
| 30D | -67.6% | -24.7% | -42.8% | -67.3% |
| 3M | -94.9% | -34.9% | -59.9% | -94.8% |
| 6M | -96.7% | -41.1% | -55.6% | -96.7% |
| YTD | -99.6% | -19.6% | -80.0% | -99.6% |
| 1Y | -99.7% | -18.5% | -81.2% | -99.7% |
| 3Y | -100.0% | +119.1% | -219.1% | -100.0% |
| 5Y | -100.0% | +206.9% | -306.9% | -100.0% |
| All | -100.0% | +447.0% | -547.0% | -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