-99.9%
DFNS vs ETR
+169.0%
-268.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -5.3% |
| 7D | +4.6% | +0.4% | +4.3% | +4.8% |
| 30D | -73.9% | +2.0% | -75.9% | -73.5% |
| 3M | -71.7% | -1.7% | -70.0% | -71.7% |
| 6M | -94.6% | +3.6% | -98.2% | -94.5% |
| YTD | -98.1% | +18.0% | -116.1% | -98.0% |
| 1Y | -98.3% | +26.2% | -124.5% | -98.2% |
| 3Y | -99.9% | +148.0% | -247.9% | -99.9% |
| 5Y | -99.9% | +126.1% | -225.9% | -99.8% |
| All | -99.9% | +169.0% | -268.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling