-99.6%
DFNS vs FTI
+57.1%
-156.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.4% | -15.0% | -23.8% |
| 7D | -27.7% | -9.7% | -18.0% | -40.9% |
| 30D | -58.0% | -8.2% | -49.8% | -63.5% |
| 3M | -94.0% | -7.8% | -86.2% | -94.8% |
| 6M | -94.6% | -13.4% | -81.2% | -94.8% |
| YTD | -99.4% | +45.1% | -144.5% | -99.7% |
| 1Y | -99.6% | +54.6% | -154.2% | -99.8% |
| All | -99.6% | +57.1% | -156.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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