+74.9%
DVA vs VT
+53.4%
+21.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +2.1% | -2.3% | +4.4% | +3.2% |
| 30D | +8.2% | -5.0% | +13.2% | +11.0% |
| 3M | +5.9% | -4.9% | +10.8% | +8.5% |
| 6M | -1.3% | -1.5% | +0.2% | -1.1% |
| YTD | +68.4% | +8.5% | +59.9% | +59.5% |
| 1Y | +57.5% | +11.4% | +46.1% | +46.7% |
| 3Y | +142.3% | +70.1% | +72.2% | +73.2% |
| All | +74.9% | +53.4% | +21.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling