-0.9%
DVN vs VCIT
+96.4%
-97.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -11.8% | +1.9% | -13.8% | -12.3% |
| 3M | -1.5% | -1.4% | 0.0% | -1.1% |
| 6M | -8.2% | -2.1% | -6.1% | -7.7% |
| YTD | +17.4% | -1.6% | +19.1% | +17.7% |
| 1Y | +33.5% | -0.9% | +34.4% | +33.5% |
| 3Y | -0.3% | +20.0% | -20.3% | -7.7% |
| 5Y | +22.7% | +3.1% | +19.6% | +19.2% |
| 10Y | +51.8% | +28.7% | +23.1% | +57.9% |
| All | -0.9% | +96.4% | -97.3% | +66.5% |
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