-100.0%
DFNS vs FFIV
+107.9%
-207.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.9% | +12.8% |
| 7D | -13.0% | -2.9% | -10.0% | -13.3% |
| 30D | -56.9% | -32.4% | -24.5% | -58.6% |
| 3M | -93.2% | -22.7% | -70.5% | -93.4% |
| 6M | -95.4% | -10.7% | -84.8% | -95.4% |
| YTD | -99.5% | +25.4% | -124.9% | -99.5% |
| 1Y | -99.6% | +34.2% | -133.8% | -99.6% |
| 3Y | -100.0% | +101.2% | -201.2% | -100.0% |
| 5Y | -100.0% | +42.0% | -141.9% | -100.0% |
| All | -100.0% | +107.9% | -207.8% | -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