-99.9%
DFNS vs VIG
+63.6%
-163.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.5% |
| 30D | -73.2% | -2.1% | -71.1% | -73.6% |
| 3M | -72.4% | +3.3% | -75.8% | -71.9% |
| 6M | -95.2% | +9.3% | -104.5% | -94.9% |
| YTD | -98.0% | +10.1% | -108.1% | -97.9% |
| 1Y | -98.3% | +14.7% | -113.0% | -98.1% |
| 3Y | -99.9% | +56.9% | -156.8% | -99.9% |
| 5Y | -99.9% | +62.9% | -162.8% | -99.8% |
| All | -99.9% | +63.6% | -163.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling