-98.3%
DFNS vs FTI
+108.8%
-207.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.1% |
| 7D | -16.0% | +5.3% | -21.3% | -8.1% |
| 30D | -77.7% | +15.3% | -93.0% | -71.9% |
| 3M | -77.2% | +15.8% | -92.9% | -69.2% |
| 6M | -95.2% | +22.6% | -117.8% | -93.8% |
| YTD | -98.0% | +79.5% | -177.5% | -97.6% |
| 1Y | -98.3% | +102.0% | -200.3% | -98.0% |
| All | -98.3% | +108.8% | -207.0% | -98.0% |
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