-99.7%
DFNS vs VUG
+3.0%
-102.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.2% | -19.1% | -18.8% |
| 7D | -12.7% | +4.4% | -17.1% | -21.9% |
| 30D | -65.2% | -7.3% | -57.9% | -57.5% |
| 3M | -94.6% | -4.2% | -90.3% | -93.8% |
| 6M | -96.2% | -1.6% | -94.7% | -96.0% |
| YTD | -99.6% | +4.9% | -104.5% | -99.6% |
| 1Y | -99.7% | +3.8% | -103.5% | -99.7% |
| All | -99.7% | +3.0% | -102.7% | -99.7% |
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