-98.3%
DFNS vs VYM
+21.4%
-119.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.8% |
| 7D | -16.0% | 0.0% | -16.0% | -15.9% |
| 30D | -77.7% | -0.5% | -77.2% | -77.5% |
| 3M | -77.2% | +3.0% | -80.2% | -79.8% |
| 6M | -95.2% | +8.2% | -103.4% | -96.4% |
| YTD | -98.0% | +15.8% | -113.8% | -98.8% |
| 1Y | -98.3% | +20.8% | -119.1% | -99.2% |
| All | -98.3% | +21.4% | -119.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling