-99.9%
DFNS vs VYM
+138.4%
-238.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.9% |
| 30D | -73.2% | -1.3% | -72.0% | -73.5% |
| 3M | -72.4% | +4.1% | -76.5% | -71.4% |
| 6M | -95.2% | +9.8% | -105.0% | -94.8% |
| YTD | -98.0% | +15.3% | -113.3% | -97.7% |
| 1Y | -98.3% | +20.0% | -118.3% | -98.0% |
| 3Y | -99.9% | +66.2% | -166.1% | -99.8% |
| 5Y | -99.9% | +77.5% | -177.4% | -99.8% |
| All | -99.9% | +138.4% | -238.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling