-99.9%
DFNS vs VIAV
+297.4%
-397.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.0% |
| 7D | +4.6% | +13.6% | -8.9% | +13.4% |
| 30D | -73.9% | +5.3% | -79.2% | -73.8% |
| 3M | -71.7% | -15.6% | -56.1% | -72.4% |
| 6M | -94.6% | +34.0% | -128.6% | -92.1% |
| YTD | -98.1% | +119.9% | -217.9% | -95.1% |
| 1Y | -98.3% | +235.2% | -333.5% | -92.7% |
| All | -99.9% | +297.4% | -397.2% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling