+142.7%
EWY vs DFNS
-99.9%
+242.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.2% |
| 7D | +1.2% | -3.3% | +4.6% | +1.2% |
| 30D | +9.3% | -73.1% | +82.4% | +9.2% |
| 3M | +2.4% | -71.4% | +73.8% | +2.7% |
| 6M | +40.3% | -93.8% | +134.1% | +40.4% |
| YTD | +88.0% | -98.0% | +186.1% | +87.9% |
| 1Y | +143.8% | -98.2% | +242.0% | +143.8% |
| 3Y | +217.8% | -99.9% | +317.6% | +214.8% |
| 5Y | +142.7% | -99.9% | +242.6% | +152.3% |
| All | +142.7% | -99.9% | +242.6% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling