+18.3%
EFA vs DFNS
-98.2%
+116.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -2.4% | -3.3% | +1.0% | -2.3% |
| 30D | -2.2% | -73.1% | +70.9% | -1.5% |
| 3M | +5.7% | -71.4% | +77.0% | +6.6% |
| 6M | +8.2% | -93.8% | +102.0% | +12.8% |
| YTD | +11.8% | -98.0% | +109.8% | +19.0% |
| 1Y | +18.3% | -98.2% | +116.5% | +22.7% |
| All | +18.3% | -98.2% | +116.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling