+12.1%
DVN vs VCIT
+98.3%
-86.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +14.2% | -0.8% | +14.9% | +14.4% |
| 3M | +5.2% | -1.0% | +6.3% | +5.5% |
| 6M | +11.9% | -1.8% | +13.7% | +12.4% |
| YTD | +32.8% | -0.7% | +33.5% | +32.9% |
| 1Y | +38.6% | +1.0% | +37.6% | +37.7% |
| 3Y | +0.5% | +18.8% | -18.3% | -6.4% |
| 5Y | +111.0% | +3.5% | +107.6% | +104.9% |
| 10Y | +56.1% | +29.2% | +26.9% | +61.3% |
| All | +12.1% | +98.3% | -86.2% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling