-100.0%
DFNS vs FTV
+55.7%
-155.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.0% | +3.9% | -9.9% | -4.4% |
| 30D | -71.2% | +18.7% | -89.8% | -68.9% |
| 3M | -94.5% | +10.0% | -104.5% | -94.3% |
| 6M | -96.5% | +14.6% | -111.1% | -96.2% |
| YTD | -99.6% | +23.4% | -123.1% | -99.6% |
| 1Y | -99.7% | +31.3% | -131.0% | -99.6% |
| 3Y | -100.0% | +39.8% | -139.8% | -100.0% |
| 5Y | -100.0% | +17.7% | -117.7% | -100.0% |
| All | -100.0% | +55.7% | -155.7% | -100.0% |
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