-100.0%
DFNS vs EFX
+18.7%
-118.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.4% |
| 7D | -6.0% | -0.8% | -5.2% | -6.0% |
| 30D | -71.2% | +25.1% | -96.3% | -70.6% |
| 3M | -94.5% | +1.7% | -96.2% | -94.5% |
| 6M | -96.5% | +18.4% | -114.9% | -96.5% |
| YTD | -99.6% | -12.5% | -87.1% | -99.6% |
| 1Y | -99.7% | -8.1% | -91.6% | -99.7% |
| 3Y | -100.0% | +4.8% | -104.8% | -100.0% |
| 5Y | -100.0% | -30.1% | -69.8% | -100.0% |
| All | -100.0% | +18.7% | -118.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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