-0.4%
DVN vs VCIT
+97.4%
-97.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -12.8% | +0.7% | -13.5% | -13.0% |
| 30D | -12.1% | +1.8% | -13.9% | -12.6% |
| 3M | -0.7% | -1.1% | +0.4% | -0.4% |
| 6M | -5.8% | -1.7% | -4.1% | -5.4% |
| YTD | +17.9% | -1.1% | +19.1% | +18.1% |
| 1Y | +29.0% | -0.4% | +29.4% | +28.8% |
| 3Y | +6.0% | +20.5% | -14.5% | -1.9% |
| 5Y | +22.1% | +3.8% | +18.4% | +18.4% |
| 10Y | +40.5% | +31.2% | +9.3% | +47.4% |
| All | -0.4% | +97.4% | -97.8% | +67.0% |
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