-99.9%
DFNS vs ETR
+153.2%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | +0.7% |
| 7D | +0.8% | +1.4% | -0.6% | +2.4% |
| 30D | -73.2% | +1.9% | -75.1% | -72.4% |
| 3M | -72.4% | +1.0% | -73.4% | -71.7% |
| 6M | -95.2% | +4.8% | -100.1% | -94.9% |
| YTD | -98.0% | +19.5% | -117.5% | -97.7% |
| 1Y | -98.3% | +28.1% | -126.4% | -97.9% |
| 3Y | -99.9% | +151.1% | -251.0% | -99.7% |
| All | -99.9% | +153.2% | -253.0% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling