-99.9%
DFNS vs VCLT
+12.2%
-112.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +1.1% |
| 30D | -73.2% | -0.6% | -72.7% | -73.4% |
| 3M | -72.4% | -2.2% | -70.2% | -73.6% |
| 6M | -95.2% | -2.9% | -92.3% | -95.5% |
| YTD | -98.0% | -2.1% | -95.9% | -98.1% |
| 1Y | -98.3% | -2.6% | -95.7% | -98.4% |
| 3Y | -99.9% | +12.5% | -112.4% | -99.9% |
| All | -99.9% | +12.2% | -112.1% | -99.9% |
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