-100.0%
DFNS vs FIS
-77.2%
-22.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -42.8% | -29.4% | -13.4% | -37.9% |
| 30D | -67.6% | -16.7% | -50.8% | -65.8% |
| 3M | -94.9% | -33.0% | -61.9% | -94.4% |
| 6M | -96.7% | -33.3% | -63.4% | -96.4% |
| YTD | -99.6% | -56.0% | -43.6% | -99.6% |
| 1Y | -99.7% | -54.6% | -45.2% | -99.7% |
| 3Y | -100.0% | -40.6% | -59.3% | -100.0% |
| 5Y | -100.0% | -71.9% | -28.0% | -100.0% |
| All | -100.0% | -77.2% | -22.8% | -100.0% |
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