-100.0%
DFNS vs ELF
+537.6%
-637.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.7% | -2.5% |
| 7D | -42.8% | +7.8% | -50.6% | -42.0% |
| 30D | -67.6% | +9.3% | -76.8% | -67.1% |
| 3M | -94.9% | +21.2% | -116.0% | -94.7% |
| 6M | -96.7% | +96.1% | -192.8% | -96.3% |
| YTD | -99.6% | +57.0% | -156.6% | -99.6% |
| 1Y | -99.7% | +61.9% | -161.6% | -99.7% |
| 3Y | -100.0% | +20.0% | -120.0% | -100.0% |
| 5Y | -100.0% | +284.8% | -384.7% | -100.0% |
| All | -100.0% | +537.6% | -637.5% | -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