-100.0%
DFNS vs ELV
+76.4%
-176.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | +1.0% | -6.9% | -5.9% |
| 30D | -71.2% | +0.4% | -71.6% | -71.1% |
| 3M | -94.5% | +8.4% | -102.9% | -94.4% |
| 6M | -96.5% | +8.4% | -105.0% | -96.5% |
| YTD | -99.6% | +24.4% | -124.0% | -99.6% |
| 1Y | -99.7% | +33.5% | -133.2% | -99.7% |
| 3Y | -100.0% | -2.1% | -97.9% | -100.0% |
| 5Y | -100.0% | +5.8% | -105.8% | -100.0% |
| All | -100.0% | +76.4% | -176.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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