-100.0%
DFNS vs VCIT
+4.6%
-104.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -13.0% | -0.5% | -12.5% | -13.4% |
| 30D | -56.9% | +1.5% | -58.3% | -56.0% |
| 3M | -93.2% | -1.0% | -92.3% | -93.3% |
| 6M | -95.4% | -1.7% | -93.8% | -95.6% |
| YTD | -99.5% | -1.4% | -98.2% | -99.5% |
| 1Y | -99.6% | -0.9% | -98.7% | -99.7% |
| 3Y | -100.0% | +19.8% | -119.8% | -100.0% |
| 5Y | -100.0% | +4.6% | -104.6% | -100.0% |
| All | -100.0% | +4.6% | -104.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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