+227.8%
VST vs DFNS
-100.0%
+327.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -19.6% | +13.5% | -6.2% |
| 7D | -19.9% | -37.4% | +17.5% | -20.0% |
| 30D | -29.7% | -65.8% | +36.2% | -29.9% |
| 3M | -19.6% | -95.0% | +75.4% | -20.3% |
| 6M | -29.4% | -95.8% | +66.4% | -29.0% |
| YTD | -29.7% | -99.5% | +69.8% | -29.8% |
| 1Y | -40.0% | -99.7% | +59.7% | -40.2% |
| All | +227.8% | -100.0% | +327.8% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling