-99.9%
DFNS vs VIAV
+159.8%
-259.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +2.2% |
| 7D | -16.0% | -4.6% | -11.4% | -17.9% |
| 30D | -77.7% | -10.4% | -67.3% | -79.3% |
| 3M | -77.2% | -34.5% | -42.7% | -79.9% |
| 6M | -95.2% | +7.0% | -102.1% | -94.4% |
| YTD | -98.0% | +95.6% | -193.6% | -96.5% |
| 1Y | -98.3% | +197.2% | -295.5% | -96.1% |
| 3Y | -99.9% | +232.0% | -331.9% | -99.7% |
| 5Y | -99.9% | +102.2% | -202.1% | -99.7% |
| All | -99.9% | +159.8% | -259.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling