-99.9%
DFNS vs VEU
+56.2%
-156.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -73.9% | +0.7% | -74.5% | -73.9% |
| 3M | -71.7% | +4.7% | -76.4% | -71.7% |
| 6M | -94.6% | +11.6% | -106.2% | -94.5% |
| YTD | -98.1% | +16.8% | -114.9% | -98.0% |
| 1Y | -98.3% | +24.9% | -123.2% | -98.2% |
| 3Y | -99.9% | +75.7% | -175.6% | -99.9% |
| 5Y | -99.9% | +56.1% | -156.0% | -99.8% |
| All | -99.9% | +56.2% | -156.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling