-100.0%
DFNS vs EXC
+109.0%
-209.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.6% | +12.8% |
| 7D | -13.0% | -1.4% | -11.6% | -13.2% |
| 30D | -56.9% | +8.3% | -65.2% | -56.3% |
| 3M | -93.2% | +2.6% | -95.8% | -93.2% |
| 6M | -95.4% | +5.2% | -100.6% | -95.5% |
| YTD | -99.5% | +7.5% | -107.0% | -99.5% |
| 1Y | -99.6% | +3.2% | -102.8% | -99.6% |
| 3Y | -100.0% | +29.5% | -129.5% | -100.0% |
| 5Y | -100.0% | +39.7% | -139.6% | -100.0% |
| All | -100.0% | +109.0% | -209.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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