+166.8%
EWY vs DFNS
-100.0%
+266.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.8% |
| 7D | +4.2% | -6.0% | +10.2% | +4.2% |
| 30D | -10.7% | -71.2% | +60.5% | -10.7% |
| 3M | -20.1% | -94.5% | +74.5% | -20.1% |
| 6M | -24.3% | -96.5% | +72.2% | -24.1% |
| YTD | +46.9% | -99.6% | +146.5% | +46.8% |
| 1Y | +55.2% | -99.7% | +154.9% | +55.1% |
| 3Y | +157.0% | -100.0% | +256.9% | +156.9% |
| 5Y | +98.9% | -100.0% | +198.8% | +97.2% |
| All | +166.8% | -100.0% | +266.8% | +167.6% |
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