-100.0%
DFNS vs VUG
+144.4%
-244.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.3% |
| 7D | -42.8% | +0.5% | -43.3% | -42.7% |
| 30D | -67.6% | -8.2% | -59.4% | -67.3% |
| 3M | -94.9% | -5.4% | -89.4% | -94.8% |
| 6M | -96.7% | -2.5% | -94.2% | -96.7% |
| YTD | -99.6% | +4.2% | -103.8% | -99.6% |
| 1Y | -99.7% | +5.0% | -104.8% | -99.7% |
| 3Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 5Y | -100.0% | +62.5% | -162.5% | -100.0% |
| All | -100.0% | +144.4% | -244.4% | -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 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