-99.6%
DFNS vs FTV
+37.8%
-137.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.3% | -20.6% | -16.5% |
| 7D | -27.7% | +6.6% | -34.3% | -23.6% |
| 30D | -58.0% | +19.1% | -77.1% | -51.7% |
| 3M | -94.0% | +13.1% | -107.1% | -93.4% |
| 6M | -94.6% | +14.0% | -108.6% | -94.0% |
| YTD | -99.4% | +24.2% | -123.6% | -99.4% |
| 1Y | -99.6% | +36.4% | -136.0% | -99.6% |
| All | -99.6% | +37.8% | -137.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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