-100.0%
DFNS vs FN
+170.4%
-270.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +11.7% | -23.9% | -12.8% |
| 7D | -44.0% | 0.0% | -44.0% | -43.8% |
| 30D | -69.1% | -34.3% | -34.8% | -68.6% |
| 3M | -95.6% | -39.9% | -55.8% | -95.6% |
| 6M | -96.2% | -51.8% | -44.3% | -96.1% |
| YTD | -99.6% | -28.1% | -71.5% | -99.6% |
| 1Y | -99.7% | -29.1% | -70.7% | -99.7% |
| 3Y | -100.0% | +102.4% | -202.4% | -100.0% |
| All | -100.0% | +170.4% | -270.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling