-99.9%
DFNS vs ITOT
+74.3%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.3% |
| 7D | -6.3% | -0.9% | -5.4% | -6.6% |
| 30D | -74.0% | -1.5% | -72.5% | -74.1% |
| 3M | -70.1% | +3.6% | -73.7% | -69.8% |
| 6M | -93.9% | +13.7% | -107.6% | -93.6% |
| YTD | -98.1% | +12.9% | -111.0% | -98.0% |
| 1Y | -98.3% | +17.2% | -115.5% | -98.2% |
| 3Y | -99.9% | +75.6% | -175.5% | -99.9% |
| All | -99.9% | +74.3% | -174.2% | -99.9% |
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