-99.9%
DFNS vs VIG
+116.8%
-216.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.9% |
| 7D | +4.6% | -1.2% | +5.8% | +3.9% |
| 30D | -73.9% | -2.8% | -71.1% | -74.3% |
| 3M | -71.7% | +2.5% | -74.2% | -71.4% |
| 6M | -94.6% | +8.1% | -102.7% | -94.3% |
| YTD | -98.1% | +9.6% | -107.6% | -98.0% |
| 1Y | -98.3% | +14.2% | -112.5% | -98.2% |
| 3Y | -99.9% | +56.1% | -156.0% | -99.9% |
| 5Y | -99.9% | +62.8% | -162.7% | -99.8% |
| All | -99.9% | +116.8% | -216.6% | -99.8% |
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