+121.9%
DVYA vs VT
+364.6%
-242.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | +0.4% | +0.8% | +0.9% |
| 30D | +2.8% | +1.0% | +1.8% | +1.9% |
| 3M | +7.5% | +2.4% | +5.2% | +5.2% |
| 6M | +8.3% | +12.0% | -3.7% | -1.9% |
| YTD | +21.6% | +15.3% | +6.3% | +7.4% |
| 1Y | +30.6% | +22.6% | +8.0% | +9.5% |
| 3Y | +85.7% | +74.7% | +11.0% | +14.2% |
| 5Y | +77.3% | +66.1% | +11.1% | +12.7% |
| 10Y | +97.6% | +225.0% | -127.4% | -32.3% |
| All | +121.9% | +364.6% | -242.7% | -43.7% |
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