-100.0%
DFNS vs VIG
+67.1%
-167.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.6% | +13.2% |
| 7D | -37.0% | +1.0% | -37.9% | -36.2% |
| 30D | -63.4% | +4.5% | -67.9% | -61.0% |
| 3M | -94.1% | +2.1% | -96.1% | -93.9% |
| 6M | -96.3% | +10.5% | -106.8% | -95.7% |
| YTD | -99.6% | +15.1% | -114.6% | -99.5% |
| 1Y | -99.7% | +16.9% | -116.6% | -99.6% |
| 3Y | -100.0% | +65.6% | -165.5% | -99.9% |
| All | -100.0% | +67.1% | -167.0% | -99.9% |
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