+765.4%
VST vs DFNS
-99.9%
+865.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.5% |
| 7D | +8.9% | -16.0% | +24.9% | +8.9% |
| 30D | +6.2% | -77.7% | +83.9% | +5.7% |
| 3M | -2.7% | -77.2% | +74.5% | -1.7% |
| 6M | -8.4% | -95.2% | +86.8% | -7.8% |
| YTD | -7.2% | -98.0% | +90.8% | -6.9% |
| 1Y | -20.9% | -98.3% | +77.4% | -20.5% |
| 3Y | +384.0% | -99.9% | +483.9% | +412.0% |
| 5Y | +757.1% | -99.9% | +856.9% | +725.3% |
| All | +765.4% | -99.9% | +865.3% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling