-100.0%
DFNS vs FFIV
+106.4%
-206.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -2.8% |
| 7D | -42.8% | -2.1% | -40.7% | -43.0% |
| 30D | -67.6% | -33.8% | -33.8% | -68.9% |
| 3M | -94.9% | -20.6% | -74.3% | -95.0% |
| 6M | -96.7% | -10.2% | -86.5% | -96.7% |
| YTD | -99.6% | +24.5% | -124.1% | -99.6% |
| 1Y | -99.7% | +29.3% | -129.0% | -99.7% |
| 3Y | -100.0% | +103.8% | -203.8% | -100.0% |
| 5Y | -100.0% | +40.9% | -140.8% | -100.0% |
| All | -100.0% | +106.4% | -206.4% | -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