-99.6%
DFNS vs VSH
+62.1%
-161.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -5.1% | -13.3% | -18.1% |
| 7D | -27.7% | -13.6% | -14.0% | -27.3% |
| 30D | -58.0% | -30.4% | -27.6% | -57.7% |
| 3M | -94.0% | -33.3% | -60.7% | -94.0% |
| 6M | -94.6% | -15.1% | -79.5% | -95.5% |
| YTD | -99.4% | +80.2% | -179.7% | -99.7% |
| 1Y | -99.6% | +63.4% | -163.0% | -99.8% |
| All | -99.6% | +62.1% | -161.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling