+109.6%
VRT vs DFNS
-98.3%
+207.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.6% | -5.0% | -9.6% |
| 7D | +2.4% | +4.6% | -2.2% | +2.4% |
| 30D | -2.7% | -73.9% | +71.2% | -3.1% |
| 3M | -9.2% | -71.7% | +62.5% | -0.3% |
| 6M | -0.5% | -94.6% | +94.1% | +22.2% |
| YTD | +62.3% | -98.1% | +160.4% | +118.6% |
| 1Y | +109.6% | -98.3% | +207.9% | +176.5% |
| All | +109.6% | -98.3% | +207.9% | +176.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling