+611.7%
DVA vs VT
+346.0%
+265.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +2.1% | -2.3% | +4.4% | +3.4% |
| 30D | +8.2% | -5.0% | +13.2% | +11.5% |
| 3M | +5.9% | -4.9% | +10.8% | +9.0% |
| 6M | -1.3% | -1.5% | +0.2% | -1.0% |
| YTD | +68.4% | +8.5% | +59.9% | +58.7% |
| 1Y | +57.5% | +11.4% | +46.1% | +45.8% |
| 3Y | +142.3% | +70.1% | +72.2% | +71.1% |
| 5Y | +75.0% | +53.7% | +21.2% | +30.4% |
| 10Y | +226.4% | +220.0% | +6.4% | +56.5% |
| All | +611.7% | +346.0% | +265.7% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling