-100.0%
DFNS vs VSH
+6.8%
-106.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.7% | -17.9% | -12.6% |
| 7D | -44.0% | -12.9% | -31.1% | -43.4% |
| 30D | -69.1% | -36.9% | -32.3% | -68.5% |
| 3M | -95.6% | -28.8% | -66.9% | -95.6% |
| 6M | -96.2% | -30.3% | -65.9% | -96.2% |
| YTD | -99.6% | +62.4% | -162.0% | -99.6% |
| 1Y | -99.7% | +62.5% | -162.3% | -99.8% |
| 3Y | -100.0% | +7.4% | -107.4% | -100.0% |
| All | -100.0% | +6.8% | -106.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling