-98.3%
DFNS vs VIAV
+200.0%
-298.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.7% |
| 7D | -16.0% | -4.6% | -11.4% | -16.1% |
| 30D | -77.7% | -10.4% | -67.3% | -77.7% |
| 3M | -77.2% | -34.5% | -42.7% | -74.8% |
| 6M | -95.2% | +7.0% | -102.1% | -95.3% |
| YTD | -98.0% | +95.6% | -193.6% | -98.3% |
| 1Y | -98.3% | +197.2% | -295.5% | -99.0% |
| All | -98.3% | +200.0% | -298.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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