-99.9%
DFNS vs EWZ
+73.6%
-173.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.6% |
| 7D | -6.3% | +0.9% | -7.2% | -6.3% |
| 30D | -74.0% | +12.8% | -86.7% | -73.6% |
| 3M | -70.1% | +10.8% | -80.9% | -69.8% |
| 6M | -93.9% | +2.5% | -96.4% | -93.9% |
| YTD | -98.1% | +21.4% | -119.4% | -98.0% |
| 1Y | -98.3% | +32.8% | -131.1% | -98.2% |
| 3Y | -99.9% | +45.2% | -145.1% | -99.9% |
| 5Y | -99.9% | +63.0% | -162.9% | -99.9% |
| All | -99.9% | +73.6% | -173.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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