-99.6%
DFNS vs FTV
+32.8%
-132.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.9% |
| 7D | -13.0% | -0.7% | -12.3% | -13.9% |
| 30D | -56.9% | +18.3% | -75.2% | -51.4% |
| 3M | -93.2% | +10.2% | -103.4% | -92.9% |
| 6M | -95.4% | +12.8% | -108.3% | -95.0% |
| YTD | -99.5% | +23.4% | -122.9% | -99.5% |
| 1Y | -99.6% | +31.4% | -131.1% | -99.6% |
| All | -99.6% | +32.8% | -132.5% | -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