-100.0%
DFNS vs VIAV
+295.9%
-395.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.6% | +0.1% | -8.1% |
| 7D | -6.0% | +7.9% | -13.9% | -2.5% |
| 30D | -71.2% | -20.3% | -50.9% | -74.9% |
| 3M | -94.5% | -28.5% | -66.0% | -95.7% |
| 6M | -96.5% | -42.7% | -53.8% | -97.4% |
| YTD | -99.6% | +72.4% | -172.0% | -99.1% |
| 1Y | -99.7% | +81.5% | -181.1% | -99.2% |
| 3Y | -100.0% | +293.8% | -393.8% | -99.9% |
| All | -100.0% | +295.9% | -395.9% | -99.9% |
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