-100.0%
DFNS vs VTR
+216.3%
-316.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.8% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -71.2% | +5.5% | -76.7% | -70.5% |
| 3M | -94.5% | -0.9% | -93.6% | -94.5% |
| 6M | -96.5% | -0.4% | -96.1% | -96.5% |
| YTD | -99.6% | +17.0% | -116.7% | -99.6% |
| 1Y | -99.7% | +18.0% | -117.6% | -99.7% |
| 3Y | -100.0% | +127.4% | -227.3% | -100.0% |
| 5Y | -100.0% | +92.3% | -192.2% | -100.0% |
| All | -100.0% | +216.3% | -316.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling