-99.9%
DFNS vs EXE
+187.5%
-287.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.7% |
| 7D | +4.6% | -2.7% | +7.4% | +4.5% |
| 30D | -73.9% | -0.4% | -73.5% | -73.9% |
| 3M | -71.7% | +9.5% | -81.2% | -71.6% |
| 6M | -94.6% | -9.3% | -85.2% | -94.6% |
| YTD | -98.1% | -10.9% | -87.2% | -98.1% |
| 1Y | -98.3% | +4.3% | -102.6% | -98.3% |
| 3Y | -99.9% | +18.8% | -118.7% | -99.9% |
| 5Y | -99.9% | +101.4% | -201.3% | -99.9% |
| All | -99.9% | +187.5% | -287.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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