-99.9%
DFNS vs VIVK
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.6% |
| 7D | -3.3% | -9.5% | +6.1% | -3.5% |
| 30D | -73.1% | -35.1% | -38.0% | -73.3% |
| 3M | -71.4% | -93.4% | +22.0% | -72.9% |
| 6M | -93.8% | -98.0% | +4.1% | -94.2% |
| YTD | -98.0% | -97.9% | -0.2% | -98.1% |
| 1Y | -98.2% | -100.0% | +1.8% | -98.4% |
| 3Y | -99.9% | -100.0% | +0.1% | -99.9% |
| 5Y | -99.9% | -100.0% | +0.1% | -99.9% |
| All | -99.9% | -100.0% | +0.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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