-99.9%
DFNS vs FTV
+30.5%
-130.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.2% |
| 7D | -16.0% | -4.5% | -11.5% | -18.1% |
| 30D | -77.7% | -7.1% | -70.6% | -78.4% |
| 3M | -77.2% | -7.2% | -70.0% | -77.3% |
| 6M | -95.2% | -1.5% | -93.7% | -95.1% |
| YTD | -98.0% | +3.5% | -101.4% | -97.9% |
| 1Y | -98.3% | +20.3% | -118.6% | -98.1% |
| 3Y | -99.9% | -3.1% | -96.8% | -99.9% |
| 5Y | -99.9% | +2.3% | -102.2% | -99.9% |
| All | -99.9% | +30.5% | -130.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling