-99.9%
DFNS vs FIS
-68.6%
-31.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.3% |
| 7D | +0.8% | -3.5% | +4.2% | +1.4% |
| 30D | -73.2% | -7.8% | -65.4% | -72.9% |
| 3M | -72.4% | +0.8% | -73.3% | -71.4% |
| 6M | -95.2% | -21.9% | -73.3% | -95.2% |
| YTD | -98.0% | -39.5% | -58.5% | -98.1% |
| 1Y | -98.3% | -41.0% | -57.3% | -98.3% |
| 3Y | -99.9% | -23.6% | -76.3% | -99.9% |
| 5Y | -99.9% | -65.6% | -34.2% | -99.9% |
| All | -99.9% | -68.6% | -31.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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