-99.9%
DFNS vs EWZ
+50.2%
-150.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.2% |
| 7D | +0.8% | +5.6% | -4.8% | +2.5% |
| 30D | -73.2% | +9.3% | -82.5% | -72.5% |
| 3M | -72.4% | +15.7% | -88.1% | -71.1% |
| 6M | -95.2% | +7.4% | -102.7% | -95.1% |
| YTD | -98.0% | +22.7% | -120.7% | -97.8% |
| 1Y | -98.3% | +36.4% | -134.6% | -97.9% |
| 3Y | -99.9% | +50.4% | -150.3% | -99.8% |
| All | -99.9% | +50.2% | -150.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling