-95.2%
DFNS vs VMC
-11.2%
-84.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.8% |
| 7D | -16.0% | -4.3% | -11.7% | -9.8% |
| 30D | -77.7% | -8.2% | -69.4% | -74.5% |
| 3M | -77.2% | -7.0% | -70.1% | -75.5% |
| 6M | -95.2% | -10.8% | -84.4% | -95.0% |
| All | -95.2% | -11.2% | -84.0% | -95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling