-95.2%
DFNS vs VCIT
-2.0%
-93.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -16.0% | -0.3% | -15.7% | -12.4% |
| 30D | -77.7% | -0.8% | -76.9% | -75.9% |
| 3M | -77.2% | -1.0% | -76.2% | -75.0% |
| 6M | -95.2% | -1.8% | -93.3% | -94.7% |
| All | -95.2% | -2.0% | -93.2% | -94.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling