-99.9%
DFNS vs VTEB
+5.2%
-105.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.9% |
| 7D | +0.8% | -0.2% | +1.0% | 0.0% |
| 30D | -73.2% | -1.6% | -71.6% | -75.0% |
| 3M | -72.4% | -2.0% | -70.5% | -75.3% |
| 6M | -95.2% | -1.7% | -93.5% | -95.7% |
| YTD | -98.0% | -0.6% | -97.4% | -98.1% |
| 1Y | -98.3% | +1.8% | -100.1% | -98.1% |
| 3Y | -99.9% | +9.6% | -109.5% | -99.9% |
| 5Y | -99.9% | +2.1% | -101.9% | -99.8% |
| All | -99.9% | +5.2% | -105.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling