-100.0%
DFNS vs FFIV
+106.1%
-206.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +13.0% | +12.8% |
| 7D | -37.0% | -4.2% | -32.8% | -37.3% |
| 30D | -63.4% | -33.9% | -29.5% | -64.9% |
| 3M | -94.1% | -22.6% | -71.5% | -94.2% |
| 6M | -96.3% | -10.4% | -85.9% | -96.3% |
| YTD | -99.6% | +24.3% | -123.9% | -99.5% |
| 1Y | -99.7% | +31.8% | -131.5% | -99.7% |
| 3Y | -100.0% | +99.5% | -199.5% | -100.0% |
| 5Y | -100.0% | +40.7% | -140.7% | -100.0% |
| All | -100.0% | +106.1% | -206.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling