-32.7%
DVN vs VT
+374.2%
-406.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.5% | +0.4% | +1.1% | +0.9% |
| 30D | +14.2% | +1.0% | +13.2% | +12.5% |
| 3M | +5.2% | +2.4% | +2.9% | +0.7% |
| 6M | +11.9% | +12.0% | -0.1% | -6.9% |
| YTD | +32.8% | +15.3% | +17.5% | +5.9% |
| 1Y | +38.6% | +22.6% | +16.0% | +1.5% |
| 3Y | +0.5% | +74.7% | -74.1% | -54.3% |
| 5Y | +111.0% | +66.1% | +44.9% | +3.1% |
| 10Y | +56.1% | +225.0% | -168.9% | -63.3% |
| All | -32.7% | +374.2% | -406.9% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling