+59.7%
EEM vs DFNS
-100.0%
+159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | +2.7% | -6.0% | +8.7% | +2.7% |
| 30D | -5.4% | -71.2% | +65.8% | -5.3% |
| 3M | -8.6% | -94.5% | +85.9% | -8.5% |
| 6M | -8.9% | -96.5% | +87.7% | -8.9% |
| YTD | +11.9% | -99.6% | +111.6% | +11.9% |
| 1Y | +13.1% | -99.7% | +112.8% | +13.0% |
| 3Y | +70.7% | -100.0% | +170.6% | +68.2% |
| 5Y | +31.8% | -100.0% | +131.7% | +31.1% |
| All | +59.7% | -100.0% | +159.7% | +61.5% |
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