+674.8%
VST vs DFNS
-100.0%
+774.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.0% | +1.8% |
| 7D | +10.9% | -13.0% | +23.9% | +10.9% |
| 30D | -15.6% | -56.9% | +41.3% | -15.8% |
| 3M | -7.8% | -93.2% | +85.5% | -8.5% |
| 6M | -12.0% | -95.4% | +83.5% | -11.4% |
| YTD | -16.9% | -99.5% | +82.6% | -17.0% |
| 1Y | -25.1% | -99.6% | +74.6% | -25.2% |
| 3Y | +297.1% | -100.0% | +397.0% | +318.7% |
| 5Y | +641.9% | -100.0% | +741.9% | +615.9% |
| All | +674.8% | -100.0% | +774.8% | +658.9% |
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