-99.7%
DFNS vs VFC
+36.5%
-136.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.0% | -16.4% | -18.8% |
| 7D | -12.7% | -1.4% | -11.2% | -12.3% |
| 30D | -65.2% | +24.6% | -89.9% | -66.6% |
| 3M | -94.6% | +38.4% | -133.0% | -94.9% |
| 6M | -96.2% | +15.3% | -111.5% | -96.7% |
| YTD | -99.6% | +12.7% | -112.3% | -99.6% |
| 1Y | -99.7% | +32.7% | -132.4% | -99.7% |
| All | -99.7% | +36.5% | -136.2% | -99.7% |
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