+45.5%
DVN vs VT
+217.6%
-172.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | -8.8% | -0.1% | -8.7% | -9.1% |
| 30D | -10.0% | -3.1% | -7.0% | -6.7% |
| 3M | -3.7% | -3.5% | -0.2% | 0.0% |
| 6M | -3.5% | +0.5% | -4.0% | -7.1% |
| YTD | +20.8% | +10.8% | +10.0% | -1.8% |
| 1Y | +31.2% | +11.9% | +19.3% | +4.9% |
| 3Y | +5.0% | +73.0% | -68.0% | -57.9% |
| 5Y | +29.9% | +58.6% | -28.7% | -40.1% |
| 10Y | +45.5% | +219.2% | -173.7% | -74.2% |
| All | +45.5% | +217.6% | -172.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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