-100.0%
DFNS vs FND
-25.8%
-74.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -5.6% |
| 7D | -6.0% | -6.8% | +0.9% | -6.2% |
| 30D | -71.2% | +8.0% | -79.2% | -71.1% |
| 3M | -94.5% | -18.9% | -75.6% | -94.6% |
| 6M | -96.5% | +4.7% | -101.2% | -96.5% |
| YTD | -99.6% | -21.6% | -78.0% | -99.6% |
| 1Y | -99.7% | -22.0% | -77.7% | -99.7% |
| 3Y | -100.0% | -40.4% | -59.5% | -100.0% |
| 5Y | -100.0% | -63.8% | -36.2% | -100.0% |
| All | -100.0% | -25.8% | -74.1% | -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