-100.0%
DFNS vs VXUS
+63.2%
-163.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.4% | -12.3% |
| 7D | -44.0% | -1.8% | -42.3% | -43.6% |
| 30D | -69.1% | -4.6% | -64.6% | -68.8% |
| 3M | -95.6% | -6.1% | -89.5% | -95.6% |
| 6M | -96.2% | -4.9% | -91.3% | -96.2% |
| YTD | -99.6% | +8.1% | -107.7% | -99.6% |
| 1Y | -99.7% | +12.1% | -111.8% | -99.7% |
| 3Y | -100.0% | +63.9% | -163.8% | -99.9% |
| All | -100.0% | +63.2% | -163.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling