-100.0%
DFNS vs VUG
+146.0%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.2% | -19.1% | -19.3% |
| 7D | -12.7% | +4.4% | -17.1% | -13.1% |
| 30D | -65.2% | -7.3% | -57.9% | -65.0% |
| 3M | -94.6% | -4.2% | -90.3% | -94.5% |
| 6M | -96.2% | -1.6% | -94.7% | -96.2% |
| YTD | -99.6% | +4.9% | -104.5% | -99.6% |
| 1Y | -99.7% | +3.8% | -103.5% | -99.7% |
| 3Y | -100.0% | +79.4% | -179.4% | -100.0% |
| 5Y | -100.0% | +63.9% | -163.9% | -100.0% |
| All | -100.0% | +146.0% | -246.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling