-99.9%
DFNS vs VEEV
+0.4%
-100.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -3.3% | -8.2% | +4.9% | -1.6% |
| 30D | -73.1% | +10.3% | -83.4% | -73.7% |
| 3M | -71.4% | +59.4% | -130.7% | -73.8% |
| 6M | -93.8% | +37.6% | -131.4% | -94.3% |
| YTD | -98.0% | +16.9% | -115.0% | -98.2% |
| 1Y | -98.2% | -5.0% | -93.2% | -98.3% |
| 3Y | -99.9% | +18.5% | -118.3% | -99.9% |
| 5Y | -99.9% | -13.8% | -86.0% | -99.9% |
| All | -99.9% | +0.4% | -100.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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