-100.0%
DFNS vs FTV
+53.8%
-153.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -1.8% |
| 7D | -42.8% | +0.4% | -43.2% | -42.8% |
| 30D | -67.6% | +17.2% | -84.7% | -65.2% |
| 3M | -94.9% | +8.9% | -103.7% | -94.7% |
| 6M | -96.7% | +11.3% | -108.0% | -96.5% |
| YTD | -99.6% | +21.9% | -121.5% | -99.6% |
| 1Y | -99.7% | +31.6% | -131.3% | -99.7% |
| 3Y | -100.0% | +38.1% | -138.0% | -100.0% |
| 5Y | -100.0% | +15.7% | -115.7% | -100.0% |
| All | -100.0% | +53.8% | -153.8% | -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 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