-99.9%
DFNS vs FTI
+1,110.9%
-1,210.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -2.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.7% |
| 30D | -73.2% | +12.3% | -85.6% | -71.4% |
| 3M | -72.4% | +13.8% | -86.2% | -68.3% |
| 6M | -95.2% | +24.3% | -119.5% | -94.2% |
| YTD | -98.0% | +75.8% | -173.8% | -97.2% |
| 1Y | -98.3% | +99.6% | -197.9% | -97.4% |
| 3Y | -99.9% | +278.4% | -378.3% | -99.8% |
| 5Y | -99.9% | +1,168.7% | -1,268.6% | -99.7% |
| All | -99.9% | +1,110.9% | -1,210.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling