-100.0%
DFNS vs VTV
+156.4%
-256.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | +2.9% | -8.9% | -4.2% |
| 30D | -71.2% | +3.8% | -75.0% | -70.5% |
| 3M | -94.5% | +1.6% | -96.1% | -94.5% |
| 6M | -96.5% | +11.2% | -107.7% | -96.3% |
| YTD | -99.6% | +22.0% | -121.6% | -99.6% |
| 1Y | -99.7% | +24.9% | -124.6% | -99.6% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +77.8% | -177.7% | -100.0% |
| All | -100.0% | +156.4% | -256.4% | -100.0% |
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