-99.9%
DFNS vs VEU
+99.8%
-199.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -3.3% | -1.9% | -1.4% | -3.2% |
| 30D | -73.1% | -0.7% | -72.4% | -73.1% |
| 3M | -71.4% | +4.9% | -76.2% | -71.3% |
| 6M | -93.8% | +9.8% | -103.7% | -93.8% |
| YTD | -98.0% | +15.3% | -113.4% | -98.0% |
| 1Y | -98.2% | +23.0% | -121.2% | -98.1% |
| 3Y | -99.9% | +73.5% | -173.4% | -99.9% |
| 5Y | -99.9% | +54.5% | -154.4% | -99.8% |
| All | -99.9% | +99.8% | -199.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling