-99.9%
DFNS vs VSXY
+33.4%
-133.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.2% |
| 7D | -3.3% | -0.3% | -3.0% | -3.4% |
| 30D | -73.1% | -22.1% | -51.0% | -73.7% |
| 3M | -71.4% | -1.1% | -70.2% | -71.1% |
| 6M | -93.8% | +53.8% | -147.7% | -93.4% |
| YTD | -98.0% | +35.5% | -133.5% | -97.9% |
| 1Y | -98.2% | +186.0% | -284.2% | -97.8% |
| 3Y | -99.9% | +343.2% | -443.1% | -99.9% |
| 5Y | -99.9% | +19.0% | -118.9% | -99.9% |
| All | -99.9% | +33.4% | -133.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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