-100.0%
DFNS vs VO
+108.5%
-208.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -1.8% |
| 7D | -42.8% | -0.1% | -42.7% | -43.0% |
| 30D | -67.6% | +0.5% | -68.1% | -67.5% |
| 3M | -94.9% | -1.0% | -93.8% | -94.9% |
| 6M | -96.7% | +6.4% | -103.2% | -96.6% |
| YTD | -99.6% | +13.6% | -113.2% | -99.6% |
| 1Y | -99.7% | +14.5% | -114.2% | -99.7% |
| 3Y | -100.0% | +67.2% | -167.2% | -100.0% |
| 5Y | -100.0% | +36.1% | -136.1% | -100.0% |
| All | -100.0% | +108.5% | -208.5% | -100.0% |
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