-99.9%
DFNS vs VTRS
+26.7%
-126.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -73.2% | +1.9% | -75.1% | -73.3% |
| 3M | -72.4% | +5.1% | -77.5% | -72.2% |
| 6M | -95.2% | +20.1% | -115.3% | -95.1% |
| YTD | -98.0% | +36.6% | -134.5% | -97.9% |
| 1Y | -98.3% | +64.1% | -162.4% | -98.1% |
| 3Y | -99.9% | +86.4% | -186.2% | -99.9% |
| 5Y | -99.9% | +40.9% | -140.7% | -99.9% |
| All | -99.9% | +26.7% | -126.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling