-100.0%
DFNS vs ET
+215.7%
-315.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.0% | +2.5% | -8.5% | -5.0% |
| 30D | -71.2% | -2.5% | -68.7% | -71.5% |
| 3M | -94.5% | -4.9% | -89.7% | -94.7% |
| 6M | -96.5% | -0.1% | -96.5% | -96.5% |
| YTD | -99.6% | +26.2% | -125.8% | -99.6% |
| 1Y | -99.7% | +25.2% | -124.8% | -99.7% |
| 3Y | -100.0% | +84.2% | -184.2% | -100.0% |
| All | -100.0% | +215.7% | -315.7% | -100.0% |
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