-99.9%
DFNS vs ELF
+457.2%
-557.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -1.6% |
| 7D | +0.8% | -1.2% | +2.0% | +0.6% |
| 30D | -73.2% | +5.9% | -79.1% | -72.8% |
| 3M | -72.4% | +99.5% | -172.0% | -68.0% |
| 6M | -95.2% | +26.5% | -121.7% | -95.0% |
| YTD | -98.0% | +37.2% | -135.2% | -97.8% |
| 1Y | -98.3% | -24.4% | -73.8% | -98.5% |
| 3Y | -99.9% | -23.3% | -76.6% | -99.9% |
| 5Y | -99.9% | +245.2% | -345.0% | -99.9% |
| All | -99.9% | +457.2% | -557.1% | -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