-100.0%
DFNS vs VO
+60.2%
-160.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.1% | -12.1% | -12.4% |
| 7D | -44.0% | -2.6% | -41.5% | -46.1% |
| 30D | -69.1% | -0.9% | -68.2% | -69.6% |
| 3M | -95.6% | -3.0% | -92.6% | -95.9% |
| 6M | -96.2% | +2.2% | -98.4% | -96.1% |
| YTD | -99.6% | +10.6% | -110.2% | -99.5% |
| 1Y | -99.7% | +12.5% | -112.3% | -99.7% |
| 3Y | -100.0% | +61.4% | -161.4% | -100.0% |
| All | -100.0% | +60.2% | -160.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling