+149.3%
VTI vs DFNS
-99.9%
+249.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.1% | -16.0% | +16.1% | +0.1% |
| 30D | 0.0% | -77.7% | +77.7% | 0.0% |
| 3M | +2.0% | -77.2% | +79.2% | +2.1% |
| 6M | +13.0% | -95.2% | +108.1% | +12.9% |
| YTD | +13.9% | -98.0% | +111.9% | +13.8% |
| 1Y | +20.0% | -98.3% | +118.3% | +19.9% |
| 3Y | +75.8% | -99.9% | +175.7% | +74.7% |
| 5Y | +73.8% | -99.9% | +173.7% | +74.2% |
| All | +149.3% | -99.9% | +249.2% | +154.0% |
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