+67.3%
DVN vs VTRS
-48.4%
+115.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +4.5% | -2.2% | +6.7% | +5.4% |
| 30D | +12.0% | +3.3% | +8.7% | +10.5% |
| 3M | +13.4% | +2.0% | +11.4% | +11.8% |
| 6M | +12.1% | +19.9% | -7.8% | +2.0% |
| YTD | +38.8% | +35.7% | +3.1% | +19.5% |
| 1Y | +46.0% | +68.1% | -22.1% | +14.5% |
| 3Y | +9.5% | +87.1% | -77.6% | -21.8% |
| 5Y | +125.3% | +47.6% | +77.6% | +69.7% |
| All | +67.3% | -48.4% | +115.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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