-99.9%
DFNS vs VEA
+111.7%
-211.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.6% |
| 7D | -3.3% | -2.1% | -1.3% | -3.2% |
| 30D | -73.1% | -1.1% | -72.0% | -73.1% |
| 3M | -71.4% | +5.1% | -76.4% | -71.2% |
| 6M | -93.8% | +9.8% | -103.6% | -93.7% |
| YTD | -98.0% | +15.9% | -114.0% | -98.0% |
| 1Y | -98.2% | +24.6% | -122.7% | -98.0% |
| 3Y | -99.9% | +75.5% | -175.4% | -99.9% |
| 5Y | -99.9% | +59.4% | -159.2% | -99.8% |
| All | -99.9% | +111.7% | -211.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling