-100.0%
DFNS vs FTI
+1,030.1%
-1,130.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +13.2% |
| 7D | -13.0% | +1.4% | -14.4% | -12.8% |
| 30D | -56.9% | -6.3% | -50.6% | -57.9% |
| 3M | -93.2% | -13.1% | -80.1% | -93.6% |
| 6M | -95.4% | -8.0% | -87.5% | -95.4% |
| YTD | -99.5% | +47.1% | -146.6% | -99.4% |
| 1Y | -99.6% | +50.7% | -150.3% | -99.6% |
| 3Y | -100.0% | +209.0% | -308.9% | -100.0% |
| 5Y | -100.0% | +847.0% | -947.0% | -100.0% |
| All | -100.0% | +1,030.1% | -1,130.1% | -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