-98.3%
DFNS vs VUG
+15.8%
-114.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.9% |
| 7D | -16.0% | -0.1% | -15.9% | -15.3% |
| 30D | -77.7% | -0.3% | -77.4% | -77.0% |
| 3M | -77.2% | -0.7% | -76.5% | -76.7% |
| 6M | -95.2% | +14.6% | -109.8% | -96.3% |
| YTD | -98.0% | +9.0% | -107.0% | -98.2% |
| 1Y | -98.3% | +14.9% | -113.1% | -98.9% |
| All | -98.3% | +15.8% | -114.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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