-99.6%
DFNS vs VUG
+4.9%
-104.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.5% | -19.9% | -22.1% |
| 7D | -27.7% | -3.0% | -24.7% | -22.4% |
| 30D | -58.0% | -6.4% | -51.5% | -50.5% |
| 3M | -94.0% | -3.2% | -90.8% | -93.4% |
| 6M | -94.6% | +3.1% | -97.7% | -94.8% |
| YTD | -99.4% | +6.3% | -105.7% | -99.5% |
| 1Y | -99.6% | +5.2% | -104.8% | -99.6% |
| All | -99.6% | +4.9% | -104.5% | -99.6% |
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