-100.0%
DFNS vs FISV
-37.2%
-62.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.7% | -9.2% | -6.2% |
| 7D | -6.0% | +1.4% | -7.4% | -6.1% |
| 30D | -71.2% | +38.4% | -109.6% | -73.1% |
| 3M | -94.5% | +14.9% | -109.4% | -94.7% |
| 6M | -96.5% | +21.8% | -118.3% | -96.7% |
| YTD | -99.6% | -5.0% | -94.6% | -99.6% |
| 1Y | -99.7% | -1.2% | -98.5% | -99.7% |
| 3Y | -100.0% | -47.5% | -52.4% | -100.0% |
| 5Y | -100.0% | -36.7% | -63.2% | -100.0% |
| All | -100.0% | -37.2% | -62.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling