+64.6%
EFA vs DFNS
-99.9%
+164.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.5% | +4.6% | -5.1% | -0.5% |
| 30D | -1.3% | -73.9% | +72.5% | -1.3% |
| 3M | +5.2% | -71.7% | +76.9% | +5.2% |
| 6M | +9.4% | -94.6% | +103.9% | +9.2% |
| YTD | +12.7% | -98.1% | +110.8% | +12.5% |
| 1Y | +19.3% | -98.3% | +117.6% | +19.1% |
| All | +64.6% | -99.9% | +164.5% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling