-99.9%
DFNS vs FISV
-60.0%
-39.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -3.2% |
| 7D | +4.6% | -6.4% | +11.0% | +6.9% |
| 30D | -73.9% | -6.8% | -67.0% | -73.4% |
| 3M | -71.7% | -10.0% | -61.8% | -70.7% |
| 6M | -94.6% | -20.6% | -74.0% | -94.3% |
| YTD | -98.1% | -27.6% | -70.5% | -98.0% |
| 1Y | -98.3% | -64.3% | -34.0% | -98.2% |
| All | -99.9% | -60.0% | -39.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling