-100.0%
DFNS vs VFC
-57.2%
-42.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.7% |
| 7D | -42.8% | +7.7% | -50.5% | -44.1% |
| 30D | -67.6% | +39.2% | -106.8% | -70.5% |
| 3M | -94.9% | +40.3% | -135.1% | -95.4% |
| 6M | -96.7% | +11.4% | -108.1% | -96.9% |
| YTD | -99.6% | +17.5% | -117.1% | -99.6% |
| 1Y | -99.7% | +45.9% | -145.6% | -99.8% |
| 3Y | -100.0% | +47.3% | -147.3% | -100.0% |
| 5Y | -100.0% | -67.2% | -32.8% | -100.0% |
| All | -100.0% | -57.2% | -42.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling