-100.0%
DFNS vs FTI
+1,045.1%
-1,145.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -4.7% |
| 7D | -6.0% | +4.3% | -10.3% | -4.5% |
| 30D | -71.2% | -4.7% | -66.5% | -71.7% |
| 3M | -94.5% | -13.5% | -81.0% | -94.9% |
| 6M | -96.5% | -8.7% | -87.8% | -96.5% |
| YTD | -99.6% | +49.0% | -148.6% | -99.6% |
| 1Y | -99.7% | +54.0% | -153.7% | -99.6% |
| 3Y | -100.0% | +211.6% | -311.6% | -100.0% |
| 5Y | -100.0% | +881.9% | -981.8% | -100.0% |
| All | -100.0% | +1,045.1% | -1,145.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling