-98.2%
DFNS vs FISV
-64.0%
-34.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | -3.3% | -7.2% | +3.9% | +0.2% |
| 30D | -73.1% | -7.2% | -65.9% | -72.3% |
| 3M | -71.4% | -8.2% | -63.2% | -70.1% |
| 6M | -93.8% | -17.7% | -76.2% | -93.4% |
| YTD | -98.0% | -27.2% | -70.9% | -97.9% |
| 1Y | -98.2% | -63.0% | -35.2% | -97.9% |
| All | -98.2% | -64.0% | -34.1% | -97.9% |
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 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