-99.9%
DFNS vs VUG
+155.7%
-255.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -16.0% | -0.1% | -15.9% | -16.0% |
| 30D | -77.7% | -0.3% | -77.4% | -77.7% |
| 3M | -77.2% | -0.7% | -76.5% | -77.2% |
| 6M | -95.2% | +14.6% | -109.8% | -95.1% |
| YTD | -98.0% | +9.0% | -107.0% | -98.0% |
| 1Y | -98.3% | +14.9% | -113.1% | -98.2% |
| 3Y | -99.9% | +86.0% | -185.9% | -99.9% |
| 5Y | -99.9% | +76.7% | -176.6% | -99.9% |
| All | -99.9% | +155.7% | -255.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling