-99.9%
DFNS vs VTV
+149.0%
-248.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.0% |
| 7D | -6.3% | -1.1% | -5.2% | -7.1% |
| 30D | -74.0% | -1.0% | -72.9% | -74.1% |
| 3M | -70.1% | +4.6% | -74.8% | -69.1% |
| 6M | -93.9% | +13.5% | -107.4% | -93.3% |
| YTD | -98.1% | +18.5% | -116.6% | -97.8% |
| 1Y | -98.3% | +22.9% | -121.2% | -98.0% |
| 3Y | -99.9% | +67.8% | -167.7% | -99.8% |
| 5Y | -99.9% | +81.8% | -181.7% | -99.8% |
| All | -99.9% | +149.0% | -248.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling