-99.9%
DFNS vs VTR
+217.7%
-317.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.9% |
| 7D | +0.8% | -2.4% | +3.2% | -0.1% |
| 30D | -73.2% | -3.7% | -69.5% | -73.5% |
| 3M | -72.4% | +13.5% | -86.0% | -71.7% |
| 6M | -95.2% | +7.2% | -102.4% | -95.1% |
| YTD | -98.0% | +17.6% | -115.6% | -97.9% |
| 1Y | -98.3% | +35.4% | -133.6% | -98.2% |
| 3Y | -99.9% | +132.8% | -232.7% | -99.9% |
| 5Y | -99.9% | +88.7% | -188.5% | -99.8% |
| All | -99.9% | +217.7% | -317.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling