-98.2%
DFNS vs FTI
+89.8%
-188.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | -3.2% |
| 7D | -3.3% | -5.6% | +2.3% | -12.3% |
| 30D | -73.1% | +0.4% | -73.5% | -73.5% |
| 3M | -71.4% | +8.1% | -79.5% | -64.8% |
| 6M | -93.8% | +16.7% | -110.6% | -92.8% |
| YTD | -98.0% | +70.0% | -168.0% | -98.0% |
| 1Y | -98.2% | +85.4% | -183.6% | -98.1% |
| All | -98.2% | +89.8% | -188.0% | -98.1% |
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