+1,376.7%
VRT vs DFNS
-100.0%
+1,476.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -3.6% |
| 7D | +10.5% | -6.0% | +16.5% | +10.5% |
| 30D | -9.3% | -71.2% | +61.9% | -9.7% |
| 3M | -29.6% | -94.5% | +64.9% | -30.3% |
| 6M | -45.4% | -96.5% | +51.2% | -45.3% |
| YTD | +24.8% | -99.6% | +124.4% | +24.2% |
| 1Y | +23.6% | -99.7% | +123.3% | +22.9% |
| 3Y | +379.7% | -100.0% | +479.6% | +417.9% |
| 5Y | +660.3% | -100.0% | +760.3% | +756.6% |
| All | +1,376.7% | -100.0% | +1,476.7% | +1,595.6% |
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