-100.0%
DFNS vs VSXY
+106.2%
-206.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.3% |
| 7D | -6.0% | -1.7% | -4.2% | -6.2% |
| 30D | -71.2% | +20.1% | -91.3% | -70.5% |
| 3M | -94.5% | +16.6% | -111.1% | -94.4% |
| 6M | -96.5% | +134.9% | -231.5% | -96.0% |
| YTD | -99.6% | +96.0% | -195.6% | -99.6% |
| 1Y | -99.7% | +203.8% | -303.5% | -99.6% |
| 3Y | -100.0% | +465.3% | -565.3% | -100.0% |
| All | -100.0% | +106.2% | -206.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling