-99.6%
DFNS vs EWT
+54.0%
-153.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.2% | -17.1% | -18.0% |
| 7D | -27.7% | -10.9% | -16.8% | -25.2% |
| 30D | -58.0% | -17.7% | -40.2% | -55.6% |
| 3M | -94.0% | -5.0% | -89.0% | -93.8% |
| 6M | -94.6% | +7.4% | -102.0% | -94.7% |
| YTD | -99.4% | +52.8% | -152.2% | -99.6% |
| 1Y | -99.6% | +55.2% | -154.8% | -99.7% |
| All | -99.6% | +54.0% | -153.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling