-99.9%
DFNS vs ET
+241.7%
-341.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.7% |
| 7D | -3.3% | +1.4% | -4.7% | -2.7% |
| 30D | -73.1% | +4.6% | -77.7% | -72.5% |
| 3M | -71.4% | +16.0% | -87.4% | -69.2% |
| 6M | -93.8% | +22.8% | -116.7% | -93.3% |
| YTD | -98.0% | +38.9% | -136.9% | -97.8% |
| 1Y | -98.2% | +34.1% | -132.2% | -98.0% |
| 3Y | -99.9% | +98.8% | -198.7% | -99.9% |
| 5Y | -99.9% | +246.8% | -346.7% | -99.8% |
| All | -99.9% | +241.7% | -341.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling