-98.3%
DFNS vs FFIV
+25.9%
-124.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -16.0% | -1.0% | -15.0% | -15.0% |
| 30D | -77.7% | -5.1% | -72.6% | -76.4% |
| 3M | -77.2% | -4.5% | -72.7% | -76.9% |
| 6M | -95.2% | +36.5% | -131.7% | -96.2% |
| YTD | -98.0% | +53.0% | -150.9% | -98.5% |
| 1Y | -98.3% | +24.2% | -122.5% | -98.6% |
| All | -98.3% | +25.9% | -124.2% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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