-100.0%
DFNS vs EMB
+11.4%
-111.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.7% |
| 7D | -42.8% | +0.8% | -43.6% | -42.5% |
| 30D | -67.6% | +1.5% | -69.1% | -67.3% |
| 3M | -94.9% | -1.9% | -92.9% | -94.9% |
| 6M | -96.7% | -1.6% | -95.1% | -96.8% |
| YTD | -99.6% | 0.0% | -99.6% | -99.6% |
| 1Y | -99.7% | +1.1% | -100.8% | -99.7% |
| 3Y | -100.0% | +30.9% | -130.9% | -100.0% |
| 5Y | -100.0% | +7.1% | -107.0% | -100.0% |
| All | -100.0% | +11.4% | -111.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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