-99.9%
DFNS vs ESTC
-4.2%
-95.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +0.8% | -4.3% | +5.1% | +1.6% |
| 30D | -73.2% | +17.7% | -90.9% | -74.0% |
| 3M | -72.4% | +42.3% | -114.7% | -74.2% |
| 6M | -95.2% | +64.6% | -159.8% | -95.6% |
| YTD | -98.0% | +17.2% | -115.2% | -98.1% |
| 1Y | -98.3% | -4.2% | -94.1% | -98.3% |
| 3Y | -99.9% | +13.5% | -113.4% | -99.9% |
| 5Y | -99.9% | -45.5% | -54.3% | -99.9% |
| All | -99.9% | -4.2% | -95.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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