+97.4%
EFA vs DFNS
-99.9%
+197.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.8% |
| 7D | -2.4% | -3.3% | +1.0% | -2.4% |
| 30D | -2.2% | -73.1% | +70.9% | -2.2% |
| 3M | +5.7% | -71.4% | +77.0% | +5.6% |
| 6M | +8.2% | -93.8% | +102.0% | +8.1% |
| YTD | +11.8% | -98.0% | +109.8% | +11.6% |
| 1Y | +18.3% | -98.2% | +116.5% | +18.1% |
| 3Y | +64.9% | -99.9% | +164.8% | +63.3% |
| 5Y | +52.4% | -99.9% | +152.3% | +51.1% |
| All | +97.4% | -99.9% | +197.3% | +97.3% |
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