-99.9%
DFNS vs EWT
+199.6%
-299.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.9% |
| 30D | -73.2% | +8.2% | -81.4% | -73.1% |
| 3M | -72.4% | +11.1% | -83.5% | -71.4% |
| 6M | -95.2% | +60.4% | -155.7% | -94.9% |
| YTD | -98.0% | +75.6% | -173.6% | -97.8% |
| 1Y | -98.3% | +91.3% | -189.6% | -98.1% |
| 3Y | -99.9% | +200.3% | -300.2% | -99.8% |
| All | -99.9% | +199.6% | -299.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling