-98.3%
DFNS vs ET
+31.4%
-129.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +1.0% |
| 7D | -16.0% | +0.9% | -16.9% | -14.8% |
| 30D | -77.7% | +7.5% | -85.2% | -75.0% |
| 3M | -77.2% | +11.4% | -88.6% | -73.8% |
| 6M | -95.2% | +18.5% | -113.7% | -94.8% |
| YTD | -98.0% | +37.4% | -135.3% | -98.1% |
| 1Y | -98.3% | +30.9% | -129.2% | -98.6% |
| All | -98.3% | +31.4% | -129.6% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling