-100.0%
DFNS vs VEA
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | +2.3% | -8.2% | -6.4% |
| 30D | -71.2% | +0.2% | -71.4% | -71.1% |
| 3M | -94.5% | -5.3% | -89.2% | -94.5% |
| 6M | -96.5% | -0.9% | -95.6% | -96.5% |
| YTD | -99.6% | +12.2% | -111.8% | -99.6% |
| 1Y | -99.7% | +16.1% | -115.8% | -99.6% |
| 3Y | -100.0% | +73.0% | -173.0% | -99.9% |
| All | -100.0% | +74.1% | -174.1% | -99.9% |
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