+67.3%
DVN vs VIG
+250.0%
-182.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | +4.5% | -1.1% | +5.6% | +6.0% |
| 30D | +12.0% | -2.7% | +14.7% | +16.0% |
| 3M | +13.4% | +2.5% | +10.9% | +8.9% |
| 6M | +12.1% | +9.2% | +2.9% | -2.4% |
| YTD | +38.8% | +9.8% | +29.0% | +19.7% |
| 1Y | +46.0% | +12.4% | +33.6% | +21.7% |
| 3Y | +9.5% | +55.9% | -46.4% | -42.4% |
| 5Y | +125.3% | +63.9% | +61.3% | +9.9% |
| All | +67.3% | +250.0% | -182.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling