-99.5%
DFNS vs ETHA
-44.8%
-54.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -5.2% |
| 7D | -6.0% | -12.5% | +6.6% | -4.8% |
| 30D | -71.2% | -19.8% | -51.4% | -70.6% |
| 3M | -94.5% | +3.1% | -97.6% | -94.5% |
| 6M | -96.5% | -13.8% | -82.8% | -96.5% |
| YTD | -99.6% | -34.6% | -65.0% | -99.6% |
| 1Y | -99.7% | -38.7% | -61.0% | -99.7% |
| All | -99.5% | -44.8% | -54.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling