-97.3%
DFNS vs ETHA
-30.2%
-67.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -3.3% | -2.4% | -0.9% | -3.2% |
| 30D | -73.1% | +30.9% | -104.0% | -73.7% |
| 3M | -71.4% | +51.1% | -122.5% | -71.8% |
| 6M | -93.8% | +20.5% | -114.4% | -93.9% |
| YTD | -98.0% | -17.3% | -80.8% | -98.1% |
| 1Y | -98.2% | -43.2% | -54.9% | -98.4% |
| All | -97.3% | -30.2% | -67.1% | -98.5% |
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