+147.1%
VTI vs DFNS
-99.9%
+246.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.8% |
| 7D | -0.9% | -6.3% | +5.4% | -0.9% |
| 30D | -1.4% | -74.0% | +72.5% | -1.5% |
| 3M | +3.6% | -70.1% | +73.7% | +3.7% |
| 6M | +13.6% | -93.9% | +107.5% | +13.6% |
| YTD | +12.9% | -98.1% | +111.0% | +12.8% |
| 1Y | +17.2% | -98.3% | +115.5% | +17.1% |
| 3Y | +75.7% | -99.9% | +175.6% | +74.6% |
| 5Y | +75.4% | -99.9% | +175.3% | +75.8% |
| All | +147.1% | -99.9% | +246.9% | +151.7% |
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