-99.9%
DFNS vs VYM
+75.8%
-175.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.0% |
| 7D | -3.3% | -1.9% | -1.5% | -5.2% |
| 30D | -73.1% | -2.6% | -70.5% | -73.8% |
| 3M | -71.4% | +3.6% | -75.0% | -70.2% |
| 6M | -93.8% | +8.7% | -102.5% | -93.3% |
| YTD | -98.0% | +14.1% | -112.2% | -97.7% |
| 1Y | -98.2% | +17.8% | -116.0% | -97.8% |
| 3Y | -99.9% | +64.5% | -164.4% | -99.8% |
| 5Y | -99.9% | +77.5% | -177.4% | -99.8% |
| All | -99.9% | +75.8% | -175.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling