-99.9%
DFNS vs FND
-26.1%
-73.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | +4.6% | -0.8% | +5.4% | +4.6% |
| 30D | -73.9% | -19.6% | -54.3% | -74.1% |
| 3M | -71.7% | -4.3% | -67.4% | -71.7% |
| 6M | -94.6% | -20.4% | -74.1% | -94.6% |
| YTD | -98.1% | -21.9% | -76.2% | -98.1% |
| 1Y | -98.3% | -45.2% | -53.1% | -98.4% |
| 3Y | -99.9% | -49.2% | -50.7% | -99.9% |
| 5Y | -99.9% | -61.8% | -38.1% | -99.9% |
| All | -99.9% | -26.1% | -73.8% | -99.9% |
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