-100.0%
DFNS vs VIG
+129.5%
-229.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +13.1% |
| 7D | -13.0% | -0.3% | -12.6% | -13.5% |
| 30D | -56.9% | +4.9% | -61.8% | -55.8% |
| 3M | -93.2% | +2.9% | -96.1% | -93.1% |
| 6M | -95.4% | +11.2% | -106.7% | -95.2% |
| YTD | -99.5% | +16.0% | -115.5% | -99.5% |
| 1Y | -99.6% | +17.0% | -116.6% | -99.6% |
| 3Y | -100.0% | +66.9% | -166.8% | -100.0% |
| 5Y | -100.0% | +65.8% | -165.8% | -100.0% |
| All | -100.0% | +129.5% | -229.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling