-99.9%
DFNS vs EFV
+95.4%
-195.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.7% |
| 7D | +4.6% | -0.5% | +5.2% | +4.6% |
| 30D | -73.9% | 0.0% | -73.9% | -73.9% |
| 3M | -71.7% | +8.4% | -80.1% | -71.1% |
| 6M | -94.6% | +12.3% | -106.9% | -94.4% |
| YTD | -98.1% | +17.4% | -115.5% | -97.9% |
| 1Y | -98.3% | +27.1% | -125.4% | -98.1% |
| 3Y | -99.9% | +90.7% | -190.6% | -99.8% |
| 5Y | -99.9% | +95.6% | -195.5% | -99.8% |
| All | -99.9% | +95.4% | -195.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling