-100.0%
DFNS vs ELF
+266.1%
-366.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.7% | -18.0% | -11.2% |
| 7D | -44.0% | +4.0% | -48.0% | -43.6% |
| 30D | -69.1% | +10.6% | -79.7% | -68.5% |
| 3M | -95.6% | +25.8% | -121.4% | -95.4% |
| 6M | -96.2% | +89.1% | -185.2% | -95.6% |
| YTD | -99.6% | +52.7% | -152.3% | -99.6% |
| 1Y | -99.7% | +51.7% | -151.5% | -99.7% |
| 3Y | -100.0% | +14.2% | -114.2% | -100.0% |
| All | -100.0% | +266.1% | -366.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling