-99.9%
DFNS vs EFX
+6.0%
-105.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -3.3% | -11.1% | +7.8% | -4.4% |
| 30D | -73.1% | -7.4% | -65.7% | -73.3% |
| 3M | -71.4% | +1.5% | -72.9% | -71.2% |
| 6M | -93.8% | -13.7% | -80.2% | -94.0% |
| YTD | -98.0% | -21.9% | -76.2% | -98.1% |
| 1Y | -98.2% | -30.8% | -67.4% | -98.3% |
| 3Y | -99.9% | -12.4% | -87.5% | -99.9% |
| 5Y | -99.9% | -35.9% | -63.9% | -99.9% |
| All | -99.9% | +6.0% | -105.9% | -99.9% |
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