-99.6%
DFNS vs VFC
+52.5%
-152.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.4% | -22.8% | -19.2% |
| 7D | -27.7% | +21.5% | -49.1% | -31.1% |
| 30D | -58.0% | +46.7% | -104.6% | -61.7% |
| 3M | -94.0% | +38.4% | -132.4% | -94.4% |
| 6M | -94.6% | +15.2% | -109.8% | -95.2% |
| YTD | -99.4% | +17.8% | -117.2% | -99.5% |
| 1Y | -99.6% | +55.6% | -155.2% | -99.8% |
| All | -99.6% | +52.5% | -152.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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