-100.0%
DFNS vs FFIV
+102.2%
-202.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -11.9% | -12.3% |
| 7D | -44.0% | -8.1% | -35.9% | -45.0% |
| 30D | -69.1% | -33.4% | -35.7% | -71.6% |
| 3M | -95.6% | -24.7% | -70.9% | -95.9% |
| 6M | -96.2% | -8.8% | -87.3% | -96.0% |
| YTD | -99.6% | +21.8% | -121.4% | -99.5% |
| 1Y | -99.7% | +25.3% | -125.0% | -99.7% |
| 3Y | -100.0% | +101.2% | -201.1% | -100.0% |
| All | -100.0% | +102.2% | -202.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling