-100.0%
DFNS vs VSH
+103.7%
-203.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.6% | -14.7% | -19.1% |
| 7D | -12.7% | +26.2% | -38.9% | -13.5% |
| 30D | -65.2% | -12.5% | -52.7% | -65.1% |
| 3M | -94.6% | -16.9% | -77.7% | -94.6% |
| 6M | -96.2% | -17.0% | -79.3% | -96.3% |
| YTD | -99.6% | +93.8% | -193.4% | -99.6% |
| 1Y | -99.7% | +99.3% | -199.0% | -99.7% |
| 3Y | -100.0% | +35.0% | -135.0% | -100.0% |
| 5Y | -100.0% | +45.8% | -145.8% | -100.0% |
| All | -100.0% | +103.7% | -203.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling