+119.6%
DVN vs VCIT
+3.7%
+115.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +12.6% | -0.8% | +13.4% | +12.7% |
| 3M | +8.1% | -0.5% | +8.7% | +8.1% |
| 6M | +10.2% | -1.4% | +11.5% | +10.5% |
| YTD | +33.8% | -0.8% | +34.6% | +33.8% |
| 1Y | +43.9% | +0.3% | +43.6% | +43.2% |
| 3Y | +1.7% | +19.2% | -17.5% | -6.1% |
| 5Y | +119.6% | +3.6% | +116.0% | +93.2% |
| All | +119.6% | +3.7% | +115.9% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling