+567.3%
VRT vs DFNS
-100.0%
+667.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.2% | +15.7% | +3.4% |
| 7D | -21.4% | -44.0% | +22.7% | -21.5% |
| 30D | -25.8% | -69.1% | +43.3% | -26.1% |
| 3M | -33.5% | -95.6% | +62.1% | -34.3% |
| 6M | -49.0% | -96.2% | +47.1% | -48.9% |
| YTD | +12.9% | -99.6% | +112.5% | +12.4% |
| 1Y | 0.0% | -99.7% | +99.8% | -0.6% |
| 3Y | +361.8% | -100.0% | +461.8% | +401.9% |
| All | +567.3% | -100.0% | +667.3% | +702.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling