-99.7%
DFNS vs VG
+32.8%
-132.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -2.1% |
| 7D | -42.8% | -8.3% | -34.5% | -45.3% |
| 30D | -67.6% | -10.3% | -57.2% | -68.7% |
| 3M | -94.9% | -10.8% | -84.1% | -95.0% |
| 6M | -96.7% | +3.5% | -100.2% | -96.9% |
| YTD | -99.6% | +74.0% | -173.6% | -99.7% |
| All | -99.7% | +32.8% | -132.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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