+47.4%
DVA vs VO
+40.2%
+7.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -0.2% | -2.5% | +2.3% | +1.3% |
| 30D | +1.7% | -3.2% | +4.9% | +3.6% |
| 3M | -8.7% | +3.9% | -12.6% | -10.7% |
| 6M | +19.7% | +9.6% | +10.0% | +13.3% |
| YTD | +59.6% | +11.6% | +48.0% | +49.2% |
| 1Y | +37.1% | +12.6% | +24.5% | +27.4% |
| 3Y | +89.8% | +55.4% | +34.4% | +46.0% |
| 5Y | +47.4% | +41.8% | +5.5% | +19.7% |
| All | +47.4% | +40.2% | +7.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling