-100.0%
DFNS vs ELF
+530.2%
-630.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.4% | -4.9% |
| 7D | -6.0% | +1.6% | -7.6% | -5.8% |
| 30D | -71.2% | +9.1% | -80.3% | -70.8% |
| 3M | -94.5% | +28.2% | -122.7% | -94.3% |
| 6M | -96.5% | +119.5% | -216.1% | -95.9% |
| YTD | -99.6% | +55.2% | -154.8% | -99.6% |
| 1Y | -99.7% | +58.6% | -158.3% | -99.7% |
| 3Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 5Y | -100.0% | +276.2% | -376.2% | -100.0% |
| All | -100.0% | +530.2% | -630.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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