-99.9%
DFNS vs VEA
+76.1%
-176.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -73.9% | +0.4% | -74.3% | -73.8% |
| 3M | -71.7% | +4.8% | -76.5% | -71.7% |
| 6M | -94.6% | +11.3% | -105.8% | -94.4% |
| YTD | -98.1% | +17.4% | -115.5% | -97.9% |
| 1Y | -98.3% | +26.2% | -124.5% | -98.0% |
| All | -99.9% | +76.1% | -176.0% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling