-99.9%
DFNS vs EWZ
+63.8%
-163.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.8% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -73.9% | +8.2% | -82.1% | -73.6% |
| 3M | -71.7% | +13.3% | -85.0% | -71.2% |
| 6M | -94.6% | +3.6% | -98.2% | -94.5% |
| YTD | -98.1% | +21.0% | -119.0% | -98.0% |
| 1Y | -98.3% | +34.7% | -133.0% | -98.2% |
| 3Y | -99.9% | +48.3% | -148.2% | -99.9% |
| 5Y | -99.9% | +60.1% | -159.9% | -99.8% |
| All | -99.9% | +63.8% | -163.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling