+212.7%
DVA vs VT
+223.7%
-11.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -4.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | +3.5% | -2.6% | +6.1% | +5.2% |
| 3M | +1.0% | -3.2% | +4.2% | +3.0% |
| 6M | -6.6% | +0.9% | -7.5% | -8.0% |
| YTD | +63.3% | +11.3% | +52.0% | +49.4% |
| 1Y | +50.0% | +14.0% | +36.0% | +34.7% |
| 3Y | +120.1% | +75.8% | +44.2% | +40.8% |
| 5Y | +73.7% | +57.8% | +15.9% | +20.3% |
| 10Y | +212.7% | +219.8% | -7.1% | +22.4% |
| All | +212.7% | +223.7% | -11.0% | +22.4% |
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