-99.9%
DFNS vs VYM
+137.5%
-237.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.0% |
| 7D | -6.3% | -0.8% | -5.5% | -7.0% |
| 30D | -74.0% | -2.2% | -71.7% | -74.4% |
| 3M | -70.1% | +3.1% | -73.2% | -69.3% |
| 6M | -93.9% | +9.7% | -103.6% | -93.4% |
| YTD | -98.1% | +14.9% | -113.0% | -97.9% |
| 1Y | -98.3% | +17.6% | -115.9% | -98.1% |
| 3Y | -99.9% | +65.3% | -165.2% | -99.8% |
| 5Y | -99.9% | +78.7% | -178.6% | -99.8% |
| All | -99.9% | +137.5% | -237.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling