-99.9%
DFNS vs VFC
-73.1%
-26.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -73.2% | -11.9% | -61.3% | -72.3% |
| 3M | -72.4% | -20.2% | -52.3% | -71.1% |
| 6M | -95.2% | -23.0% | -72.2% | -94.9% |
| YTD | -98.0% | -26.2% | -71.8% | -97.8% |
| 1Y | -98.3% | -13.3% | -84.9% | -98.2% |
| 3Y | -99.9% | -25.5% | -74.4% | -99.9% |
| 5Y | -99.9% | -78.1% | -21.7% | -99.8% |
| All | -99.9% | -73.1% | -26.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling