-98.3%
DFNS vs ET
+33.4%
-131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -3.9% |
| 7D | -6.3% | +0.2% | -6.6% | -6.0% |
| 30D | -74.0% | +2.9% | -76.8% | -72.7% |
| 3M | -70.1% | +16.8% | -86.9% | -66.6% |
| 6M | -93.9% | +18.9% | -112.8% | -93.5% |
| YTD | -98.1% | +37.7% | -135.8% | -98.3% |
| 1Y | -98.3% | +32.4% | -130.7% | -98.7% |
| All | -98.3% | +33.4% | -131.7% | -98.7% |
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