-98.3%
DFNS vs EWT
+99.0%
-197.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.1% |
| 7D | -16.0% | +4.0% | -20.0% | -17.3% |
| 30D | -77.7% | +10.3% | -88.0% | -78.4% |
| 3M | -77.2% | +6.1% | -83.3% | -76.2% |
| 6M | -95.2% | +56.6% | -151.8% | -96.7% |
| YTD | -98.0% | +76.6% | -174.5% | -98.9% |
| 1Y | -98.3% | +97.9% | -196.1% | -99.1% |
| All | -98.3% | +99.0% | -197.2% | -99.1% |
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