-100.0%
DFNS vs VCIT
+4.3%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.1% | -12.1% | -12.4% |
| 7D | -44.0% | +0.1% | -44.1% | -43.8% |
| 30D | -69.1% | +1.9% | -71.0% | -68.3% |
| 3M | -95.6% | -1.4% | -94.2% | -95.7% |
| 6M | -96.2% | -2.1% | -94.0% | -96.3% |
| YTD | -99.6% | -1.6% | -98.0% | -99.6% |
| 1Y | -99.7% | -0.9% | -98.8% | -99.7% |
| 3Y | -100.0% | +20.0% | -119.9% | -100.0% |
| 5Y | -100.0% | +3.1% | -103.1% | -100.0% |
| All | -100.0% | +4.3% | -104.2% | -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