-98.3%
DFNS vs FTV
+21.5%
-119.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | 0.0% |
| 7D | -16.0% | -4.6% | -11.4% | -18.8% |
| 30D | -77.7% | -7.2% | -70.5% | -78.6% |
| 3M | -77.2% | -7.3% | -69.9% | -77.8% |
| 6M | -95.2% | -1.6% | -93.6% | -95.5% |
| YTD | -98.0% | +3.3% | -101.3% | -98.2% |
| 1Y | -98.3% | +20.2% | -118.5% | -98.8% |
| All | -98.3% | +21.5% | -119.8% | -98.8% |
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