-100.0%
DFNS vs EWT
+243.9%
-343.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.8% | +6.9% | +12.3% |
| 7D | -13.0% | +3.2% | -16.2% | -12.9% |
| 30D | -56.9% | -12.3% | -44.5% | -56.8% |
| 3M | -93.2% | -3.6% | -89.6% | -93.2% |
| 6M | -95.4% | +3.1% | -98.6% | -95.3% |
| YTD | -99.5% | +57.7% | -157.2% | -99.5% |
| 1Y | -99.6% | +60.3% | -159.9% | -99.6% |
| 3Y | -100.0% | +163.4% | -263.3% | -100.0% |
| 5Y | -100.0% | +127.4% | -227.4% | -100.0% |
| All | -100.0% | +243.9% | -343.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling