+20.8%
VZ vs DFNS
-100.0%
+120.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.6% |
| 7D | +2.4% | -37.0% | +39.3% | +2.3% |
| 30D | +11.2% | -63.4% | +74.6% | +11.0% |
| 3M | 0.0% | -94.1% | +94.1% | -0.4% |
| 6M | +1.3% | -96.3% | +97.6% | +1.1% |
| YTD | +21.3% | -99.6% | +120.8% | +20.6% |
| 1Y | +23.9% | -99.7% | +123.6% | +23.2% |
| 3Y | +57.7% | -100.0% | +157.7% | +58.0% |
| 5Y | +21.2% | -100.0% | +121.2% | +19.3% |
| All | +20.8% | -100.0% | +120.8% | +19.4% |
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