-99.9%
DFNS vs VG
-51.4%
-48.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.0% | -15.6% | -20.0% |
| 7D | -37.4% | -22.0% | -15.4% | -39.3% |
| 30D | -65.8% | -14.7% | -51.1% | -66.3% |
| 3M | -95.0% | -7.1% | -87.9% | -95.0% |
| 6M | -95.8% | -11.2% | -84.7% | -96.0% |
| YTD | -99.5% | +69.8% | -169.4% | -99.6% |
| 1Y | -99.7% | +49.9% | -149.6% | -99.8% |
| All | -99.9% | -51.4% | -48.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling