-99.9%
DFNS vs VFC
-72.6%
-27.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -16.0% | -1.6% | -14.4% | -15.6% |
| 30D | -77.7% | -11.6% | -66.1% | -77.0% |
| 3M | -77.2% | -18.1% | -59.1% | -76.3% |
| 6M | -95.2% | -27.4% | -67.8% | -94.8% |
| YTD | -98.0% | -24.8% | -73.1% | -97.8% |
| 1Y | -98.3% | -8.2% | -90.1% | -98.2% |
| 3Y | -99.9% | -29.1% | -70.8% | -99.9% |
| 5Y | -99.9% | -79.2% | -20.7% | -99.8% |
| All | -99.9% | -72.6% | -27.2% | -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 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