-100.0%
DFNS vs VCIT
+19.8%
-119.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.2% | -19.9% | -18.8% |
| 7D | -37.4% | +0.5% | -37.9% | -35.9% |
| 30D | -65.8% | +2.1% | -67.9% | -62.8% |
| 3M | -95.0% | -1.6% | -93.4% | -95.4% |
| 6M | -95.8% | -1.6% | -94.2% | -96.3% |
| YTD | -99.5% | -1.5% | -98.0% | -99.6% |
| 1Y | -99.7% | -0.4% | -99.4% | -99.8% |
| All | -100.0% | +19.8% | -119.8% | -99.9% |
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