-99.6%
DFNS vs VTV
+28.2%
-127.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.5% | -19.8% | -21.4% |
| 7D | -27.7% | +1.8% | -29.4% | -31.0% |
| 30D | -58.0% | +6.0% | -64.0% | -63.6% |
| 3M | -94.0% | +3.7% | -97.6% | -94.5% |
| 6M | -94.6% | +13.9% | -108.5% | -96.2% |
| YTD | -99.4% | +22.8% | -122.2% | -99.7% |
| 1Y | -99.6% | +27.9% | -127.5% | -99.8% |
| All | -99.6% | +28.2% | -127.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling