-99.9%
DFNS vs VCIT
+19.1%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -16.0% | -0.3% | -15.7% | -17.3% |
| 30D | -77.7% | -0.8% | -76.9% | -78.4% |
| 3M | -77.2% | -1.0% | -76.2% | -78.9% |
| 6M | -95.2% | -1.8% | -93.3% | -95.9% |
| YTD | -98.0% | -0.7% | -97.3% | -98.1% |
| 1Y | -98.3% | +1.0% | -99.2% | -98.3% |
| All | -99.9% | +19.1% | -119.0% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling