-99.9%
DFNS vs FTI
+1,279.8%
-1,379.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -16.0% | +5.3% | -21.3% | -14.2% |
| 30D | -77.7% | +15.3% | -93.0% | -76.5% |
| 3M | -77.2% | +15.8% | -92.9% | -74.8% |
| 6M | -95.2% | +22.6% | -117.8% | -94.5% |
| YTD | -98.0% | +79.5% | -177.5% | -97.4% |
| 1Y | -98.3% | +102.0% | -200.3% | -97.7% |
| 3Y | -99.9% | +315.8% | -415.7% | -99.8% |
| 5Y | -99.9% | +1,129.5% | -1,229.4% | -99.8% |
| All | -99.9% | +1,279.8% | -1,379.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling