-99.9%
DFNS vs ELF
+434.6%
-534.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -5.3% |
| 7D | +4.6% | -6.8% | +11.4% | +3.4% |
| 30D | -73.9% | +5.1% | -79.0% | -73.5% |
| 3M | -71.7% | +79.8% | -151.5% | -67.9% |
| 6M | -94.6% | +29.7% | -124.3% | -94.3% |
| YTD | -98.1% | +31.6% | -129.7% | -98.0% |
| 1Y | -98.3% | -27.9% | -70.4% | -98.5% |
| 3Y | -99.9% | -26.4% | -73.4% | -99.9% |
| 5Y | -99.9% | +235.6% | -335.5% | -99.9% |
| All | -99.9% | +434.6% | -534.5% | -99.9% |
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