-99.9%
DFNS vs VTV
+149.8%
-249.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.4% |
| 7D | +0.8% | +0.3% | +0.5% | +1.0% |
| 30D | -73.2% | +0.1% | -73.4% | -73.2% |
| 3M | -72.4% | +6.2% | -78.7% | -71.1% |
| 6M | -95.2% | +13.5% | -108.7% | -94.7% |
| YTD | -98.0% | +18.9% | -116.8% | -97.7% |
| 1Y | -98.3% | +25.8% | -124.0% | -97.9% |
| 3Y | -99.9% | +68.7% | -168.6% | -99.8% |
| 5Y | -99.9% | +80.3% | -180.2% | -99.8% |
| All | -99.9% | +149.8% | -249.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling