-100.0%
DFNS vs VCIT
+3.7%
-103.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -2.9% |
| 7D | -42.8% | +0.7% | -43.5% | -42.1% |
| 30D | -67.6% | +1.8% | -69.4% | -66.7% |
| 3M | -94.9% | -1.1% | -93.7% | -95.0% |
| 6M | -96.7% | -1.7% | -95.1% | -96.9% |
| YTD | -99.6% | -1.1% | -98.5% | -99.6% |
| 1Y | -99.7% | -0.4% | -99.4% | -99.7% |
| 3Y | -100.0% | +20.5% | -120.4% | -100.0% |
| 5Y | -100.0% | +3.8% | -103.7% | -100.0% |
| All | -100.0% | +3.7% | -103.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling