-99.9%
DFNS vs FISV
-51.8%
-48.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | -3.3% | -7.2% | +3.9% | -1.8% |
| 30D | -73.1% | -7.2% | -65.9% | -72.7% |
| 3M | -71.4% | -8.2% | -63.2% | -70.8% |
| 6M | -93.8% | -17.7% | -76.2% | -93.7% |
| YTD | -98.0% | -27.2% | -70.9% | -98.0% |
| 1Y | -98.2% | -63.0% | -35.2% | -98.1% |
| 3Y | -99.9% | -59.8% | -40.1% | -99.9% |
| 5Y | -99.9% | -55.8% | -44.1% | -99.9% |
| All | -99.9% | -51.8% | -48.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling