-98.3%
DFNS vs VFC
-6.8%
-91.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -16.0% | -1.6% | -14.4% | -15.5% |
| 30D | -77.7% | -11.6% | -66.1% | -76.9% |
| 3M | -77.2% | -18.1% | -59.1% | -78.3% |
| 6M | -95.2% | -27.4% | -67.8% | -94.9% |
| YTD | -98.0% | -24.8% | -73.1% | -97.9% |
| 1Y | -98.3% | -8.2% | -90.1% | -98.5% |
| All | -98.3% | -6.8% | -91.4% | -98.5% |
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