+583.1%
DVA vs VYM
+484.2%
+98.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +1.1% |
| 30D | +1.7% | -2.6% | +4.3% | +3.6% |
| 3M | -8.7% | +3.6% | -12.2% | -10.9% |
| 6M | +19.7% | +8.7% | +11.0% | +12.7% |
| YTD | +59.6% | +14.1% | +45.5% | +45.2% |
| 1Y | +37.1% | +17.8% | +19.3% | +22.0% |
| 3Y | +89.8% | +64.5% | +25.3% | +33.5% |
| 5Y | +47.4% | +77.5% | -30.2% | -2.0% |
| 10Y | +184.9% | +206.1% | -21.3% | +32.7% |
| All | +583.1% | +484.2% | +98.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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