+20.2%
VZ vs DFNS
-100.0%
+120.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | +2.2% | -42.8% | +45.1% | +2.2% |
| 30D | +10.6% | -67.6% | +78.1% | +10.4% |
| 3M | -0.6% | -94.9% | +94.3% | -1.1% |
| 6M | +0.7% | -96.7% | +97.5% | +0.5% |
| YTD | +20.6% | -99.6% | +120.2% | +19.9% |
| 1Y | +22.7% | -99.7% | +122.5% | +21.9% |
| 3Y | +57.2% | -100.0% | +157.2% | +57.6% |
| 5Y | +21.4% | -100.0% | +121.4% | +19.5% |
| All | +20.2% | -100.0% | +120.1% | +18.8% |
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 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