-99.9%
DFNS vs EFV
+152.8%
-252.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -3.5% |
| 30D | -73.1% | -0.2% | -72.9% | -73.1% |
| 3M | -71.4% | +9.1% | -80.5% | -70.8% |
| 6M | -93.8% | +11.7% | -105.5% | -93.7% |
| YTD | -98.0% | +17.0% | -115.1% | -97.9% |
| 1Y | -98.2% | +26.7% | -124.9% | -98.0% |
| 3Y | -99.9% | +90.2% | -190.0% | -99.8% |
| 5Y | -99.9% | +96.1% | -196.0% | -99.8% |
| All | -99.9% | +152.8% | -252.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling