+624.6%
VST vs DFNS
-100.0%
+724.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -12.2% | +22.8% | +10.5% |
| 7D | -9.8% | -44.0% | +34.2% | -10.0% |
| 30D | -25.1% | -69.1% | +44.0% | -25.4% |
| 3M | -11.6% | -95.6% | +84.0% | -12.4% |
| 6M | -20.9% | -96.2% | +75.3% | -20.5% |
| YTD | -22.3% | -99.6% | +77.3% | -22.4% |
| 1Y | -32.0% | -99.7% | +67.7% | -32.2% |
| 3Y | +262.4% | -100.0% | +362.4% | +284.2% |
| 5Y | +563.4% | -100.0% | +663.3% | +539.6% |
| All | +624.6% | -100.0% | +724.6% | +609.2% |
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