-99.9%
DFNS vs VRSK
-11.9%
-87.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.1% |
| 7D | -3.3% | -7.7% | +4.4% | -5.9% |
| 30D | -73.1% | -2.8% | -70.3% | -73.2% |
| 3M | -71.4% | -3.7% | -67.7% | -71.2% |
| 6M | -93.8% | -12.8% | -81.1% | -94.1% |
| YTD | -98.0% | -21.0% | -77.1% | -98.3% |
| 1Y | -98.2% | -32.5% | -65.7% | -98.5% |
| 3Y | -99.9% | -26.5% | -73.4% | -99.9% |
| All | -99.9% | -11.9% | -87.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling