-99.9%
DFNS vs EFV
+157.6%
-257.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +1.5% | -17.5% | -15.9% |
| 30D | -77.7% | +1.7% | -79.4% | -77.6% |
| 3M | -77.2% | +8.6% | -85.8% | -76.9% |
| 6M | -95.2% | +11.7% | -106.9% | -95.1% |
| YTD | -98.0% | +19.3% | -117.2% | -97.9% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.1% |
| 3Y | -99.9% | +91.6% | -191.5% | -99.8% |
| 5Y | -99.9% | +96.4% | -196.2% | -99.8% |
| All | -99.9% | +157.6% | -257.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling