+9.5%
DVN vs VCLT
+11.4%
-1.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -1.4% | +5.9% | +4.5% |
| 30D | +12.0% | -1.2% | +13.1% | +12.0% |
| 3M | +13.4% | -4.8% | +18.2% | +13.7% |
| 6M | +12.1% | -2.6% | +14.7% | +11.9% |
| YTD | +38.8% | -3.3% | +42.2% | +38.8% |
| 1Y | +46.0% | -4.8% | +50.9% | +46.6% |
| 3Y | +9.5% | +11.5% | -2.0% | +6.3% |
| All | +9.5% | +11.4% | -1.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling