-99.9%
DFNS vs FTI
+1,244.7%
-1,344.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.8% |
| 7D | +4.6% | -2.3% | +7.0% | +3.7% |
| 30D | -73.9% | +5.0% | -78.9% | -73.5% |
| 3M | -71.7% | +13.8% | -85.6% | -69.0% |
| 6M | -94.6% | +22.9% | -117.5% | -93.9% |
| YTD | -98.1% | +75.0% | -173.1% | -97.6% |
| 1Y | -98.3% | +96.9% | -195.2% | -97.8% |
| 3Y | -99.9% | +276.7% | -376.6% | -99.8% |
| 5Y | -99.9% | +1,157.0% | -1,256.9% | -99.8% |
| All | -99.9% | +1,244.7% | -1,344.6% | -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 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