-100.0%
DFNS vs FITB
+255.7%
-355.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.4% | -19.6% |
| 7D | -12.7% | +0.8% | -13.5% | -12.5% |
| 30D | -65.2% | +7.3% | -72.5% | -64.4% |
| 3M | -94.6% | -6.3% | -88.3% | -94.7% |
| 6M | -96.2% | +12.6% | -108.8% | -96.1% |
| YTD | -99.6% | +18.0% | -117.6% | -99.6% |
| 1Y | -99.7% | +28.9% | -128.6% | -99.7% |
| 3Y | -100.0% | +139.4% | -239.4% | -100.0% |
| 5Y | -100.0% | +47.2% | -147.2% | -100.0% |
| All | -100.0% | +255.7% | -355.6% | -100.0% |
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