+677.6%
VST vs DFNS
-100.0%
+777.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +7.3% |
| 7D | -0.5% | -42.8% | +42.3% | -0.7% |
| 30D | -17.1% | -67.6% | +50.5% | -17.3% |
| 3M | -4.6% | -94.9% | +90.3% | -5.4% |
| 6M | -9.1% | -96.7% | +87.7% | -8.6% |
| YTD | -16.6% | -99.6% | +83.0% | -16.7% |
| 1Y | -29.5% | -99.7% | +70.3% | -29.7% |
| 3Y | +297.5% | -100.0% | +397.5% | +319.2% |
| 5Y | +654.5% | -100.0% | +754.5% | +627.5% |
| All | +677.6% | -100.0% | +777.5% | +661.0% |
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