-99.9%
DFNS vs ELV
-7.6%
-92.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -5.1% |
| 7D | +4.6% | -2.2% | +6.8% | +3.8% |
| 30D | -73.9% | -0.2% | -73.7% | -73.8% |
| 3M | -71.7% | -6.1% | -65.6% | -72.9% |
| 6M | -94.6% | +42.8% | -137.4% | -93.5% |
| YTD | -98.1% | +14.4% | -112.5% | -97.9% |
| 1Y | -98.3% | +28.6% | -126.9% | -98.0% |
| All | -99.9% | -7.6% | -92.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling