-100.0%
DFNS vs VFC
+39.5%
-139.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.4% | -12.3% |
| 7D | -44.0% | +11.2% | -55.2% | -46.7% |
| 30D | -69.1% | +41.5% | -110.6% | -73.6% |
| 3M | -95.6% | +38.9% | -134.6% | -96.2% |
| 6M | -96.2% | +6.1% | -102.3% | -96.3% |
| YTD | -99.6% | +14.5% | -114.1% | -99.6% |
| 1Y | -99.7% | +46.0% | -145.7% | -99.8% |
| 3Y | -100.0% | +36.4% | -136.4% | -100.0% |
| All | -100.0% | +39.5% | -139.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling