-99.9%
DFNS vs VXUS
+102.7%
-202.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | -73.2% | +1.0% | -74.2% | -73.2% |
| 3M | -72.4% | +5.7% | -78.1% | -72.4% |
| 6M | -95.2% | +13.6% | -108.8% | -95.1% |
| YTD | -98.0% | +17.4% | -115.4% | -97.9% |
| 1Y | -98.3% | +25.1% | -123.3% | -98.2% |
| 3Y | -99.9% | +75.8% | -175.7% | -99.9% |
| 5Y | -99.9% | +55.4% | -155.2% | -99.8% |
| All | -99.9% | +102.7% | -202.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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