-99.9%
DFNS vs FITB
+254.6%
-354.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.8% |
| 7D | +4.6% | -0.4% | +5.0% | +4.5% |
| 30D | -73.9% | -5.1% | -68.7% | -74.3% |
| 3M | -71.7% | +3.5% | -75.2% | -71.3% |
| 6M | -94.6% | +17.2% | -111.8% | -94.3% |
| YTD | -98.1% | +17.6% | -115.7% | -98.0% |
| 1Y | -98.3% | +23.4% | -121.7% | -98.2% |
| 3Y | -99.9% | +129.7% | -229.6% | -99.9% |
| 5Y | -99.9% | +68.4% | -168.3% | -99.9% |
| All | -99.9% | +254.6% | -354.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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