-94.6%
DFNS vs VTR
+3.7%
-98.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.5% | -19.8% |
| 7D | -12.7% | +0.7% | -13.3% | -12.3% |
| 30D | -65.2% | +6.9% | -72.1% | -63.1% |
| 3M | -94.6% | +1.3% | -95.9% | -94.8% |
| All | -94.6% | +3.7% | -98.3% | -94.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling