+198.9%
DVA vs VT
+217.6%
-18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | -1.6% | -0.1% | -1.4% | -1.7% |
| 30D | 0.0% | -3.1% | +3.1% | +2.0% |
| 3M | -2.4% | -3.5% | +1.1% | -0.3% |
| 6M | -9.8% | +0.5% | -10.2% | -10.8% |
| YTD | +57.8% | +10.8% | +47.0% | +44.8% |
| 1Y | +49.2% | +11.9% | +37.3% | +35.8% |
| 3Y | +116.0% | +73.0% | +43.1% | +40.0% |
| 5Y | +68.5% | +58.6% | +9.9% | +16.1% |
| 10Y | +198.9% | +219.2% | -20.3% | +16.6% |
| All | +198.9% | +217.6% | -18.7% | +16.6% |
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