+74.0%
VTI vs DFNS
-99.9%
+173.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.6% |
| 7D | -2.0% | -3.3% | +1.3% | -2.0% |
| 30D | -1.9% | -73.1% | +71.2% | -2.0% |
| 3M | +4.5% | -71.4% | +75.9% | +4.6% |
| 6M | +12.6% | -93.8% | +106.4% | +12.6% |
| YTD | +12.0% | -98.0% | +110.0% | +11.9% |
| 1Y | +17.3% | -98.2% | +115.5% | +17.2% |
| 3Y | +75.3% | -99.9% | +175.2% | +74.0% |
| 5Y | +74.0% | -99.9% | +173.9% | +85.6% |
| All | +74.0% | -99.9% | +173.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling