-100.0%
DFNS vs ED
+99.9%
-199.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -3.1% |
| 7D | -42.8% | -0.1% | -42.7% | -42.5% |
| 30D | -67.6% | +11.6% | -79.1% | -63.0% |
| 3M | -94.9% | +10.5% | -105.4% | -94.1% |
| 6M | -96.7% | +13.2% | -110.0% | -96.1% |
| YTD | -99.6% | +22.1% | -121.7% | -99.5% |
| 1Y | -99.7% | +24.2% | -123.9% | -99.7% |
| 3Y | -100.0% | +46.9% | -146.9% | -100.0% |
| 5Y | -100.0% | +80.8% | -180.8% | -100.0% |
| All | -100.0% | +99.9% | -199.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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