-100.0%
DFNS vs VUG
+137.8%
-237.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.9% | -13.1% | -12.3% |
| 7D | -44.0% | -3.4% | -40.6% | -43.7% |
| 30D | -69.1% | -11.1% | -58.0% | -68.8% |
| 3M | -95.6% | -7.2% | -88.4% | -95.6% |
| 6M | -96.2% | -4.1% | -92.0% | -96.1% |
| YTD | -99.6% | +1.4% | -101.0% | -99.6% |
| 1Y | -99.7% | +1.9% | -101.7% | -99.7% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| 5Y | -100.0% | +57.6% | -157.6% | -100.0% |
| All | -100.0% | +137.8% | -237.8% | -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