-100.0%
DFNS vs VEU
+92.3%
-192.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.5% | -19.2% |
| 7D | -12.7% | +2.4% | -15.0% | -12.9% |
| 30D | -65.2% | -2.0% | -63.2% | -65.1% |
| 3M | -94.6% | -5.1% | -89.4% | -94.5% |
| 6M | -96.2% | -0.7% | -95.5% | -96.2% |
| YTD | -99.6% | +11.0% | -110.6% | -99.6% |
| 1Y | -99.7% | +12.4% | -112.1% | -99.7% |
| 3Y | -100.0% | +69.8% | -169.8% | -100.0% |
| 5Y | -100.0% | +48.2% | -148.2% | -100.0% |
| All | -100.0% | +92.3% | -192.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling