-99.9%
DFNS vs EWT
+273.8%
-373.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +1.5% |
| 7D | -3.3% | -1.1% | -2.2% | -3.4% |
| 30D | -73.1% | +4.8% | -77.9% | -73.1% |
| 3M | -71.4% | +11.1% | -82.5% | -70.8% |
| 6M | -93.8% | +54.6% | -148.5% | -93.7% |
| YTD | -98.0% | +71.4% | -169.5% | -98.0% |
| 1Y | -98.2% | +82.1% | -180.3% | -98.1% |
| 3Y | -99.9% | +193.2% | -293.1% | -99.9% |
| 5Y | -99.9% | +146.1% | -246.0% | -99.9% |
| All | -99.9% | +273.8% | -373.7% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling