+88.4%
DVA vs VCLT
+11.3%
+77.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.4% |
| 30D | +1.7% | -1.1% | +2.8% | +2.2% |
| 3M | -8.7% | -3.7% | -5.0% | -7.2% |
| 6M | +19.7% | -4.0% | +23.7% | +21.6% |
| YTD | +59.6% | -3.4% | +63.0% | +61.8% |
| 1Y | +37.1% | -4.1% | +41.2% | +39.5% |
| All | +88.4% | +11.3% | +77.1% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling