-98.8%
DFNS vs FPS
-13.7%
-85.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -17.3% | -1.0% | -12.3% |
| 7D | -27.7% | -23.3% | -4.3% | -20.6% |
| 30D | -58.0% | -42.4% | -15.5% | -50.0% |
| 3M | -94.0% | -43.0% | -50.9% | -92.8% |
| 6M | -94.6% | -44.5% | -50.1% | -93.4% |
| All | -98.8% | -13.7% | -85.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling