+399.9%
ETN vs DFNS
-99.9%
+499.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +8.0% | +0.8% | +7.2% | +8.0% |
| 30D | -5.9% | -73.2% | +67.3% | -6.2% |
| 3M | +5.0% | -72.4% | +77.4% | +5.6% |
| 6M | +22.4% | -95.2% | +117.6% | +22.8% |
| YTD | +33.6% | -98.0% | +131.6% | +33.8% |
| 1Y | +22.1% | -98.3% | +120.4% | +22.4% |
| 3Y | +85.6% | -99.9% | +185.5% | +94.2% |
| 5Y | +179.2% | -99.9% | +279.1% | +193.6% |
| All | +399.9% | -99.9% | +499.8% | +430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling