-98.3%
DFNS vs VTR
+36.9%
-135.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | -4.8% |
| 7D | -16.0% | -1.7% | -14.3% | -19.5% |
| 30D | -77.7% | -2.4% | -75.3% | -79.0% |
| 3M | -77.2% | +14.8% | -92.0% | -76.6% |
| 6M | -95.2% | +5.3% | -100.5% | -95.0% |
| YTD | -98.0% | +18.1% | -116.1% | -97.8% |
| 1Y | -98.3% | +36.7% | -135.0% | -98.0% |
| All | -98.3% | +36.9% | -135.1% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling