+53.7%
DVN vs VCIT
+29.0%
+24.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +12.6% | -0.8% | +13.4% | +13.1% |
| 3M | +8.1% | -0.5% | +8.7% | +8.3% |
| 6M | +10.2% | -1.4% | +11.5% | +10.9% |
| YTD | +33.8% | -0.8% | +34.6% | +33.9% |
| 1Y | +43.9% | +0.3% | +43.6% | +42.7% |
| 3Y | +1.7% | +19.2% | -17.5% | -13.8% |
| 5Y | +119.6% | +3.6% | +116.0% | +118.5% |
| 10Y | +53.7% | +29.3% | +24.5% | +79.3% |
| All | +53.7% | +29.0% | +24.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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