+20.9%
VZ vs DFNS
-100.0%
+120.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | +1.5% | -6.0% | +7.4% | +1.5% |
| 30D | +4.4% | -71.2% | +75.6% | +4.2% |
| 3M | -2.4% | -94.5% | +92.2% | -2.8% |
| 6M | +1.4% | -96.5% | +98.0% | +1.2% |
| YTD | +21.4% | -99.6% | +121.0% | +20.7% |
| 1Y | +20.3% | -99.7% | +120.0% | +19.6% |
| 3Y | +57.4% | -100.0% | +157.3% | +57.7% |
| 5Y | +21.9% | -100.0% | +121.9% | +20.1% |
| All | +20.9% | -100.0% | +120.9% | +19.5% |
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