+180.6%
DVA vs VCLT
+17.1%
+163.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | -1.4% | 0.0% | -0.9% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | -10.9% | -4.8% | -6.2% | -9.5% |
| 6M | +17.3% | -2.6% | +19.8% | +18.3% |
| YTD | +59.8% | -3.3% | +63.1% | +61.6% |
| 1Y | +36.3% | -4.8% | +41.1% | +38.5% |
| 3Y | +88.6% | +11.5% | +77.1% | +82.0% |
| 5Y | +47.5% | -17.0% | +64.5% | +52.7% |
| All | +180.6% | +17.1% | +163.5% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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