-98.3%
DFNS vs VEU
+23.8%
-122.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -5.2% |
| 7D | -6.3% | -1.4% | -4.9% | -3.0% |
| 30D | -74.0% | -0.4% | -73.5% | -73.2% |
| 3M | -70.1% | +2.5% | -72.7% | -70.6% |
| 6M | -93.9% | +11.1% | -105.1% | -94.6% |
| YTD | -98.1% | +16.5% | -114.6% | -98.7% |
| 1Y | -98.3% | +22.9% | -121.2% | -99.2% |
| All | -98.3% | +23.8% | -122.1% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling