-99.9%
DFNS vs ET
+445.8%
-545.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.8% |
| 7D | -6.3% | +0.2% | -6.6% | -6.3% |
| 30D | -74.0% | +2.9% | -76.8% | -73.8% |
| 3M | -70.1% | +16.8% | -86.9% | -68.9% |
| 6M | -93.9% | +18.9% | -112.8% | -93.6% |
| YTD | -98.1% | +37.7% | -135.8% | -98.0% |
| 1Y | -98.3% | +32.4% | -130.7% | -98.2% |
| 3Y | -99.9% | +99.5% | -199.4% | -99.9% |
| 5Y | -99.9% | +244.0% | -343.8% | -99.9% |
| All | -99.9% | +445.8% | -545.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling