-99.9%
DFNS vs VTEB
+1.2%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -1.2% |
| 7D | -6.3% | -0.9% | -5.4% | -9.6% |
| 30D | -74.0% | -2.5% | -71.5% | -76.6% |
| 3M | -70.1% | -3.0% | -67.2% | -74.4% |
| 6M | -93.9% | -2.1% | -91.8% | -94.6% |
| YTD | -98.1% | -1.5% | -96.6% | -98.3% |
| 1Y | -98.3% | +0.2% | -98.5% | -98.3% |
| 3Y | -99.9% | +8.6% | -108.4% | -99.9% |
| All | -99.9% | +1.2% | -101.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling