+94.6%
EFA vs DFNS
-100.0%
+194.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.2% |
| 7D | +2.2% | -6.0% | +8.2% | +2.2% |
| 30D | +1.4% | -71.2% | +72.6% | +1.4% |
| 3M | -4.2% | -94.5% | +90.4% | -4.1% |
| 6M | +1.9% | -96.5% | +98.5% | +1.9% |
| YTD | +10.2% | -99.6% | +109.8% | +10.1% |
| 1Y | +12.8% | -99.7% | +112.5% | +12.6% |
| 3Y | +65.2% | -100.0% | +165.2% | +63.6% |
| 5Y | +49.8% | -100.0% | +149.8% | +48.7% |
| All | +94.6% | -100.0% | +194.6% | +94.6% |
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