+75.3%
VTI vs DFNS
-99.9%
+175.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -0.4% | +4.6% | -5.0% | -0.3% |
| 30D | -1.6% | -73.9% | +72.3% | -1.6% |
| 3M | +3.6% | -71.7% | +75.3% | +3.7% |
| 6M | +13.0% | -94.6% | +107.6% | +13.0% |
| YTD | +12.7% | -98.1% | +110.8% | +12.6% |
| 1Y | +18.4% | -98.3% | +116.7% | +18.3% |
| All | +75.3% | -99.9% | +175.2% | +73.8% |
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