-99.9%
DFNS vs ED
+67.1%
-166.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -1.3% |
| 7D | -16.0% | -0.2% | -15.8% | -16.2% |
| 30D | -77.7% | -0.1% | -77.6% | -77.4% |
| 3M | -77.2% | +3.9% | -81.1% | -75.2% |
| 6M | -95.2% | -3.0% | -92.1% | -95.2% |
| YTD | -98.0% | +10.7% | -108.7% | -97.6% |
| 1Y | -98.3% | +13.3% | -111.6% | -97.9% |
| 3Y | -99.9% | +34.5% | -134.4% | -99.8% |
| All | -99.9% | +67.1% | -166.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling