-100.0%
DFNS vs EWT
+117.9%
-217.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.9% | -16.4% | -19.0% |
| 7D | -12.7% | +13.2% | -25.9% | -13.4% |
| 30D | -65.2% | -14.3% | -50.9% | -65.0% |
| 3M | -94.6% | -8.4% | -86.2% | -94.5% |
| 6M | -96.2% | +3.7% | -100.0% | -96.1% |
| YTD | -99.6% | +53.1% | -152.7% | -99.6% |
| 1Y | -99.7% | +55.5% | -155.2% | -99.7% |
| 3Y | -100.0% | +155.6% | -255.6% | -100.0% |
| All | -100.0% | +117.9% | -217.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling