+102.3%
DVN vs VTEB
+25.5%
+76.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +12.0% | -2.5% | +14.5% | +12.4% |
| 3M | +13.4% | -3.0% | +16.4% | +13.9% |
| 6M | +12.1% | -2.1% | +14.2% | +12.4% |
| YTD | +38.8% | -1.5% | +40.3% | +38.9% |
| 1Y | +46.0% | +0.2% | +45.9% | +45.5% |
| 3Y | +9.5% | +8.6% | +0.9% | +6.5% |
| 5Y | +125.3% | +1.2% | +124.1% | +122.9% |
| 10Y | +66.6% | +18.1% | +48.5% | +108.7% |
| All | +102.3% | +25.5% | +76.8% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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