-100.0%
DFNS vs EMB
+29.8%
-129.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.9% |
| 7D | -6.0% | -0.9% | -5.1% | -7.8% |
| 30D | -71.2% | +0.4% | -71.5% | -71.0% |
| 3M | -94.5% | -3.1% | -91.4% | -94.9% |
| 6M | -96.5% | -2.1% | -94.5% | -96.8% |
| YTD | -99.6% | -1.1% | -98.5% | -99.7% |
| 1Y | -99.7% | -0.1% | -99.6% | -99.7% |
| 3Y | -100.0% | +29.6% | -129.6% | -100.0% |
| All | -100.0% | +29.8% | -129.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling