-99.9%
DFNS vs VTV
+66.4%
-166.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +0.1% |
| 7D | -3.3% | -2.1% | -1.3% | -7.4% |
| 30D | -73.1% | -1.3% | -71.8% | -73.8% |
| 3M | -71.4% | +5.6% | -77.0% | -68.0% |
| 6M | -93.8% | +12.4% | -106.2% | -92.2% |
| YTD | -98.0% | +17.6% | -115.7% | -97.2% |
| 1Y | -98.2% | +23.5% | -121.7% | -97.1% |
| All | -99.9% | +66.4% | -166.3% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling