-95.7%
DFNS vs FPS
+20.6%
-116.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.6% |
| 7D | -16.0% | +3.1% | -19.1% | -16.9% |
| 30D | -77.7% | -18.6% | -59.1% | -75.3% |
| 3M | -77.2% | -51.5% | -25.7% | -70.6% |
| 6M | -95.2% | -8.5% | -86.7% | -94.7% |
| All | -95.7% | +20.6% | -116.3% | -95.7% |
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