-99.7%
DFNS vs VMC
+0.8%
-100.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.6% | +13.5% |
| 7D | -37.0% | +1.1% | -38.1% | -37.8% |
| 30D | -63.4% | +17.7% | -81.1% | -69.9% |
| 3M | -94.1% | +1.1% | -95.1% | -94.1% |
| 6M | -96.3% | +1.8% | -98.2% | -96.5% |
| YTD | -99.6% | +1.5% | -101.1% | -99.6% |
| 1Y | -99.7% | -1.1% | -98.6% | -99.7% |
| All | -99.7% | +0.8% | -100.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling