+118.6%
DVN vs VCLT
-17.2%
+135.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -1.4% | +5.9% | +4.7% |
| 30D | +12.0% | -1.2% | +13.1% | +12.1% |
| 3M | +13.4% | -4.8% | +18.2% | +14.2% |
| 6M | +12.1% | -2.6% | +14.7% | +12.3% |
| YTD | +38.8% | -3.3% | +42.2% | +39.2% |
| 1Y | +46.0% | -4.8% | +50.9% | +46.9% |
| 3Y | +9.5% | +11.5% | -2.0% | +5.8% |
| All | +118.6% | -17.2% | +135.9% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling