-99.9%
DFNS vs VXUS
+103.5%
-203.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -16.0% | +1.0% | -17.0% | -16.0% |
| 30D | -77.7% | +2.2% | -79.9% | -77.7% |
| 3M | -77.2% | +3.0% | -80.1% | -77.4% |
| 6M | -95.2% | +10.7% | -105.8% | -95.1% |
| YTD | -98.0% | +17.8% | -115.8% | -97.9% |
| 1Y | -98.3% | +27.6% | -125.8% | -98.1% |
| 3Y | -99.9% | +73.3% | -173.2% | -99.8% |
| 5Y | -99.9% | +54.3% | -154.2% | -99.8% |
| All | -99.9% | +103.5% | -203.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling