-99.9%
DFNS vs VTRS
+83.1%
-182.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | -3.3% | -3.3% | 0.0% | -3.1% |
| 30D | -73.1% | +1.4% | -74.5% | -73.2% |
| 3M | -71.4% | +4.6% | -76.0% | -70.7% |
| 6M | -93.8% | +18.1% | -111.9% | -93.6% |
| YTD | -98.0% | +34.7% | -132.7% | -97.8% |
| 1Y | -98.2% | +65.6% | -163.8% | -97.8% |
| All | -99.9% | +83.1% | -182.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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