-99.7%
DFNS vs FFIV
+28.6%
-128.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +13.0% | +12.9% |
| 7D | -37.0% | -4.2% | -32.8% | -35.0% |
| 30D | -63.4% | -33.9% | -29.5% | -54.9% |
| 3M | -94.1% | -22.6% | -71.5% | -93.6% |
| 6M | -96.3% | -10.4% | -85.9% | -96.6% |
| YTD | -99.6% | +24.3% | -123.9% | -99.7% |
| 1Y | -99.7% | +31.8% | -131.5% | -99.8% |
| All | -99.7% | +28.6% | -128.3% | -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 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