+2,024.8%
VRT vs DFNS
-99.9%
+2,124.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | +13.6% | +0.8% | +12.8% | +13.6% |
| 30D | +6.8% | -73.2% | +80.0% | +6.2% |
| 3M | -3.2% | -72.4% | +69.2% | -2.4% |
| 6M | +20.3% | -95.2% | +115.6% | +20.7% |
| YTD | +79.6% | -98.0% | +177.6% | +79.8% |
| 1Y | +139.0% | -98.3% | +237.3% | +139.4% |
| 3Y | +644.6% | -99.9% | +744.5% | +709.6% |
| 5Y | +1,024.4% | -99.9% | +1,124.2% | +1,175.9% |
| All | +2,024.8% | -99.9% | +2,124.7% | +2,354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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