-99.9%
DFNS vs VTR
+219.7%
-319.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +2.0% |
| 7D | -3.3% | -1.8% | -1.5% | -4.0% |
| 30D | -73.1% | +4.0% | -77.1% | -72.6% |
| 3M | -71.4% | +7.8% | -79.2% | -70.7% |
| 6M | -93.8% | +6.4% | -100.2% | -93.7% |
| YTD | -98.0% | +18.3% | -116.4% | -98.0% |
| 1Y | -98.2% | +33.9% | -132.1% | -98.1% |
| 3Y | -99.9% | +134.3% | -234.2% | -99.9% |
| 5Y | -99.9% | +90.3% | -190.1% | -99.8% |
| All | -99.9% | +219.7% | -319.6% | -99.8% |
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