-99.9%
DFNS vs VO
+108.4%
-208.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.1% |
| 7D | +0.8% | +0.6% | +0.2% | +1.1% |
| 30D | -73.2% | -1.1% | -72.2% | -73.4% |
| 3M | -72.4% | +4.5% | -77.0% | -71.9% |
| 6M | -95.2% | +11.1% | -106.3% | -95.0% |
| YTD | -98.0% | +13.5% | -111.5% | -97.8% |
| 1Y | -98.3% | +14.5% | -112.7% | -98.1% |
| 3Y | -99.9% | +58.1% | -158.0% | -99.9% |
| 5Y | -99.9% | +43.3% | -143.1% | -99.8% |
| All | -99.9% | +108.4% | -208.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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