+40.5%
DVN vs VT
+223.7%
-183.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -3.1% |
| 7D | -12.8% | +0.4% | -13.2% | -13.6% |
| 30D | -12.1% | -2.6% | -9.5% | -9.5% |
| 3M | -0.7% | -3.2% | +2.5% | +2.7% |
| 6M | -5.8% | +0.9% | -6.7% | -9.8% |
| YTD | +17.9% | +11.3% | +6.6% | -4.7% |
| 1Y | +29.0% | +14.0% | +15.0% | +0.3% |
| 3Y | +6.0% | +75.8% | -69.9% | -58.6% |
| 5Y | +22.1% | +57.8% | -35.7% | -43.0% |
| 10Y | +40.5% | +219.8% | -179.3% | -75.3% |
| All | +40.5% | +223.7% | -183.2% | -75.3% |
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