-98.3%
DFNS vs EFV
+30.7%
-129.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +1.1% |
| 7D | -16.0% | +1.5% | -17.5% | -20.1% |
| 30D | -77.7% | +1.7% | -79.4% | -79.1% |
| 3M | -77.2% | +8.6% | -85.8% | -80.1% |
| 6M | -95.2% | +11.7% | -106.9% | -95.9% |
| YTD | -98.0% | +19.3% | -117.2% | -98.7% |
| 1Y | -98.3% | +30.2% | -128.5% | -99.3% |
| All | -98.3% | +30.7% | -129.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling