-99.9%
DFNS vs FTV
+27.9%
-127.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -5.2% |
| 7D | +4.6% | -1.3% | +5.9% | +4.0% |
| 30D | -73.9% | -9.5% | -64.4% | -75.1% |
| 3M | -71.7% | -10.9% | -60.8% | -72.3% |
| 6M | -94.6% | -0.6% | -93.9% | -94.5% |
| YTD | -98.1% | +1.4% | -99.5% | -98.0% |
| 1Y | -98.3% | +17.6% | -115.9% | -98.2% |
| 3Y | -99.9% | -3.3% | -96.6% | -99.9% |
| 5Y | -99.9% | -0.1% | -99.7% | -99.9% |
| All | -99.9% | +27.9% | -127.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling