-99.9%
DFNS vs FFIV
+153.1%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +0.6% |
| 30D | -73.2% | -2.7% | -70.6% | -73.3% |
| 3M | -72.4% | -1.7% | -70.8% | -72.3% |
| 6M | -95.2% | +36.1% | -131.3% | -94.9% |
| YTD | -98.0% | +52.6% | -150.6% | -97.8% |
| 1Y | -98.3% | +21.5% | -119.8% | -98.2% |
| 3Y | -99.9% | +142.7% | -242.6% | -99.9% |
| 5Y | -99.9% | +92.6% | -192.4% | -99.8% |
| All | -99.9% | +153.1% | -253.0% | -99.8% |
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