-99.6%
DFNS vs FISV
-4.0%
-95.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.2% | -24.6% | -24.1% |
| 7D | -27.7% | +29.6% | -57.3% | -46.6% |
| 30D | -58.0% | +34.5% | -92.4% | -70.3% |
| 3M | -94.0% | +11.2% | -105.2% | -94.7% |
| 6M | -94.6% | -1.2% | -93.4% | -94.9% |
| YTD | -99.4% | -7.6% | -91.8% | -99.4% |
| 1Y | -99.6% | -3.7% | -95.9% | -99.7% |
| All | -99.6% | -4.0% | -95.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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