-100.0%
DFNS vs FND
-20.1%
-79.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.5% | +16.4% | +12.7% |
| 7D | -37.0% | +6.8% | -43.8% | -36.7% |
| 30D | -63.4% | +13.1% | -76.4% | -63.2% |
| 3M | -94.1% | -13.1% | -81.0% | -94.1% |
| 6M | -96.3% | -0.6% | -95.8% | -96.3% |
| YTD | -99.6% | -15.5% | -84.0% | -99.6% |
| 1Y | -99.7% | -13.7% | -86.0% | -99.7% |
| 3Y | -100.0% | -35.0% | -65.0% | -100.0% |
| 5Y | -100.0% | -60.1% | -39.9% | -100.0% |
| All | -100.0% | -20.1% | -79.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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