-99.9%
DFNS vs VCLT
-15.5%
-84.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.7% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | -73.9% | +0.1% | -74.0% | -73.9% |
| 3M | -71.7% | -2.9% | -68.8% | -72.3% |
| 6M | -94.6% | -4.0% | -90.6% | -94.8% |
| YTD | -98.1% | -2.2% | -95.8% | -98.1% |
| 1Y | -98.3% | -2.6% | -95.7% | -98.3% |
| 3Y | -99.9% | +12.3% | -112.2% | -99.9% |
| 5Y | -99.9% | -16.4% | -83.5% | -99.9% |
| All | -99.9% | -15.5% | -84.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling