-99.9%
DFNS vs EWT
+283.6%
-383.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +4.6% | +2.1% | +2.5% | +4.7% |
| 30D | -73.9% | +9.4% | -83.3% | -73.8% |
| 3M | -71.7% | +10.9% | -82.6% | -71.1% |
| 6M | -94.6% | +57.9% | -152.5% | -94.4% |
| YTD | -98.1% | +75.9% | -174.0% | -98.0% |
| 1Y | -98.3% | +89.7% | -188.0% | -98.2% |
| 3Y | -99.9% | +200.9% | -300.8% | -99.9% |
| 5Y | -99.9% | +154.5% | -254.4% | -99.9% |
| All | -99.9% | +283.6% | -383.4% | -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 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