-100.0%
DFNS vs VCLT
+14.6%
-114.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.1% | +13.9% | +11.7% |
| 7D | -37.0% | +0.2% | -37.2% | -36.6% |
| 30D | -63.4% | +2.3% | -65.7% | -62.5% |
| 3M | -94.1% | -1.1% | -93.0% | -94.1% |
| 6M | -96.3% | -4.2% | -92.1% | -96.6% |
| YTD | -99.6% | -3.4% | -96.2% | -99.6% |
| 1Y | -99.7% | -3.8% | -95.9% | -99.7% |
| 3Y | -100.0% | +14.7% | -114.7% | -100.0% |
| All | -100.0% | +14.6% | -114.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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