-100.0%
DFNS vs ED
+101.5%
-201.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.5% | -19.2% |
| 7D | -12.7% | -1.7% | -10.9% | -14.7% |
| 30D | -65.2% | +10.7% | -75.9% | -60.7% |
| 3M | -94.6% | +11.6% | -106.2% | -93.7% |
| 6M | -96.2% | +13.5% | -109.7% | -95.5% |
| YTD | -99.6% | +23.1% | -122.7% | -99.5% |
| 1Y | -99.7% | +23.1% | -122.8% | -99.6% |
| 3Y | -100.0% | +47.9% | -147.9% | -100.0% |
| 5Y | -100.0% | +83.9% | -183.9% | -100.0% |
| All | -100.0% | +101.5% | -201.5% | -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