-100.0%
DFNS vs EFX
+17.8%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.5% | -19.4% |
| 7D | -12.7% | -3.6% | -9.0% | -13.0% |
| 30D | -65.2% | +25.3% | -90.5% | -64.5% |
| 3M | -94.6% | +3.8% | -98.4% | -94.6% |
| 6M | -96.2% | +12.7% | -109.0% | -96.2% |
| YTD | -99.6% | -13.1% | -86.5% | -99.6% |
| 1Y | -99.7% | -9.3% | -90.4% | -99.7% |
| 3Y | -100.0% | +3.5% | -103.5% | -100.0% |
| 5Y | -100.0% | -30.6% | -69.3% | -100.0% |
| All | -100.0% | +17.8% | -117.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling