-100.0%
DFNS vs ITOT
+63.9%
-163.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.6% |
| 7D | -6.0% | +2.5% | -8.5% | -5.6% |
| 30D | -71.2% | -1.7% | -69.5% | -71.3% |
| 3M | -94.5% | -3.4% | -91.2% | -94.6% |
| 6M | -96.5% | +2.1% | -98.6% | -96.5% |
| YTD | -99.6% | +11.5% | -111.1% | -99.6% |
| 1Y | -99.7% | +13.6% | -113.3% | -99.7% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +63.9% | -163.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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