-99.9%
DFNS vs FISV
-47.8%
-52.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -16.0% | -0.3% | -15.7% | -15.8% |
| 30D | -77.7% | -2.1% | -75.6% | -77.6% |
| 3M | -77.2% | -5.7% | -71.4% | -77.0% |
| 6M | -95.2% | -15.3% | -79.8% | -95.1% |
| YTD | -98.0% | -21.1% | -76.9% | -97.9% |
| 1Y | -98.3% | -61.1% | -37.2% | -98.2% |
| 3Y | -99.9% | -56.8% | -43.0% | -99.9% |
| 5Y | -99.9% | -54.2% | -45.7% | -99.9% |
| All | -99.9% | -47.8% | -52.0% | -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 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