-100.0%
DFSC price history and return analytics
+82.4%
-182.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.6% | -11.5% | -9.3% |
| 7D | -13.6% | +2.9% | -16.5% | -24.7% |
| 30D | -44.5% | -2.5% | -42.0% | -38.4% |
| 3M | -63.1% | -3.3% | -59.7% | -57.1% |
| 6M | -90.7% | +1.5% | -92.3% | -91.7% |
| YTD | -73.1% | +11.4% | -84.4% | -85.0% |
| 1Y | -85.9% | +11.9% | -97.8% | -92.4% |
| 3Y | -99.8% | +73.9% | -173.7% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +82.4% | -182.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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