-99.9%
DFNS vs VSXY
+37.4%
-137.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.9% |
| 7D | -16.0% | -14.0% | -2.0% | -17.1% |
| 30D | -77.7% | -15.9% | -61.8% | -78.0% |
| 3M | -77.2% | +3.4% | -80.6% | -76.8% |
| 6M | -95.2% | +25.9% | -121.1% | -94.9% |
| YTD | -98.0% | +39.5% | -137.5% | -97.8% |
| 1Y | -98.3% | +194.4% | -292.6% | -98.0% |
| 3Y | -99.9% | +281.4% | -381.3% | -99.9% |
| 5Y | -99.9% | +12.8% | -112.6% | -99.8% |
| All | -99.9% | +37.4% | -137.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling