-99.9%
DFNS vs VCLT
-15.4%
-84.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | -0.5% | -15.5% | -16.2% |
| 30D | -77.7% | -0.9% | -76.8% | -77.8% |
| 3M | -77.2% | -3.2% | -73.9% | -77.6% |
| 6M | -95.2% | -3.8% | -91.4% | -95.3% |
| YTD | -98.0% | -2.0% | -96.0% | -98.0% |
| 1Y | -98.3% | -0.8% | -97.5% | -98.3% |
| 3Y | -99.9% | +12.3% | -112.2% | -99.9% |
| 5Y | -99.9% | -15.4% | -84.5% | -99.9% |
| All | -99.9% | -15.4% | -84.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling