-99.9%
DFNS vs VTR
+131.3%
-231.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -5.2% |
| 7D | +4.6% | -2.9% | +7.6% | +1.2% |
| 30D | -73.9% | -2.8% | -71.1% | -74.6% |
| 3M | -71.7% | +9.0% | -80.7% | -69.9% |
| 6M | -94.6% | +5.0% | -99.5% | -94.3% |
| YTD | -98.1% | +16.9% | -115.0% | -97.9% |
| 1Y | -98.3% | +34.3% | -132.6% | -98.0% |
| All | -99.9% | +131.3% | -231.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling