-99.9%
DFNS vs VIG
+58.6%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | -0.1% |
| 7D | -16.0% | -0.4% | -15.6% | -16.7% |
| 30D | -77.7% | -1.0% | -76.7% | -77.9% |
| 3M | -77.2% | +2.8% | -79.9% | -76.5% |
| 6M | -95.2% | +8.2% | -103.4% | -94.7% |
| YTD | -98.0% | +11.0% | -109.0% | -97.6% |
| 1Y | -98.3% | +16.1% | -114.4% | -97.8% |
| All | -99.9% | +58.6% | -158.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling