-99.9%
DFNS vs VTEB
+8.2%
-108.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | -3.0% |
| 7D | -3.3% | -1.2% | -2.1% | -10.9% |
| 30D | -73.1% | -2.9% | -70.2% | -78.1% |
| 3M | -71.4% | -3.2% | -68.2% | -78.2% |
| 6M | -93.8% | -2.6% | -91.2% | -95.2% |
| YTD | -98.0% | -1.8% | -96.2% | -98.4% |
| 1Y | -98.2% | +0.2% | -98.4% | -98.1% |
| All | -99.9% | +8.2% | -108.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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