-99.9%
DFNS vs VGT
+131.4%
-231.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | -3.3% | -1.0% | -2.3% | -3.3% |
| 30D | -73.1% | -0.4% | -72.7% | -73.1% |
| 3M | -71.4% | +6.6% | -78.0% | -71.3% |
| 6M | -93.8% | +31.0% | -124.9% | -93.8% |
| YTD | -98.0% | +27.2% | -125.3% | -98.0% |
| 1Y | -98.2% | +34.5% | -132.6% | -98.1% |
| 3Y | -99.9% | +123.1% | -223.0% | -99.9% |
| 5Y | -99.9% | +135.1% | -235.0% | -99.9% |
| All | -99.9% | +131.4% | -231.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 5y: compounded portfolio wealth divided by compounded VGT 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…
5y analysis · Full analysis span regression · 6 months rolling