-40.5%
DVN vs VT
+346.0%
-386.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.9% |
| 7D | -19.1% | -2.3% | -16.7% | -16.9% |
| 30D | -11.8% | -5.0% | -6.9% | -6.4% |
| 3M | -1.5% | -4.9% | +3.4% | +4.0% |
| 6M | -8.2% | -1.5% | -6.6% | -8.7% |
| YTD | +17.4% | +8.5% | +8.9% | +0.5% |
| 1Y | +33.5% | +11.4% | +22.1% | +10.0% |
| 3Y | -0.3% | +70.1% | -70.4% | -53.5% |
| 5Y | +22.7% | +53.7% | -31.0% | -34.3% |
| 10Y | +51.8% | +220.0% | -168.1% | -63.8% |
| All | -40.5% | +346.0% | -386.5% | -91.5% |
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