-99.9%
DFNS vs VWO
+66.0%
-165.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -6.3% | -1.8% | -4.6% | -6.1% |
| 30D | -74.0% | -0.1% | -73.9% | -73.9% |
| 3M | -70.1% | +2.2% | -72.4% | -70.3% |
| 6M | -93.9% | +8.8% | -102.7% | -93.9% |
| YTD | -98.1% | +12.4% | -110.5% | -98.1% |
| 1Y | -98.3% | +15.6% | -113.9% | -98.3% |
| 3Y | -99.9% | +62.5% | -162.4% | -99.9% |
| 5Y | -99.9% | +34.3% | -134.1% | -99.9% |
| All | -99.9% | +66.0% | -165.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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