+75.7%
EEM vs DFNS
-99.9%
+175.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.2% |
| 7D | -0.7% | -3.3% | +2.6% | -0.7% |
| 30D | +2.4% | -73.1% | +75.5% | +2.4% |
| 3M | +4.2% | -71.4% | +75.5% | +4.0% |
| 6M | +14.8% | -93.8% | +108.6% | +14.6% |
| YTD | +23.1% | -98.0% | +121.1% | +22.9% |
| 1Y | +32.5% | -98.2% | +130.7% | +32.4% |
| 3Y | +85.9% | -99.9% | +185.8% | +82.9% |
| 5Y | +43.6% | -99.9% | +143.4% | +42.8% |
| All | +75.7% | -99.9% | +175.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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