-100.0%
DFNS vs FFIV
+35.3%
-135.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.7% |
| 7D | -6.0% | -0.5% | -5.4% | -6.0% |
| 30D | -71.2% | -32.4% | -38.8% | -72.5% |
| 3M | -94.5% | -25.7% | -68.8% | -94.7% |
| 6M | -96.5% | -13.5% | -83.0% | -96.5% |
| YTD | -99.6% | +21.1% | -120.7% | -99.6% |
| 1Y | -99.7% | +29.4% | -129.1% | -99.6% |
| 3Y | -100.0% | +94.9% | -194.9% | -100.0% |
| All | -100.0% | +35.3% | -135.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling