+115.9%
DVYA vs VT
+354.5%
-238.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.6% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +1.6% | -1.4% | +3.0% | +2.8% |
| 3M | -0.3% | -1.4% | +1.1% | +0.9% |
| 6M | +4.9% | +5.5% | -0.5% | 0.0% |
| YTD | +18.3% | +12.8% | +5.5% | +6.4% |
| 1Y | +23.0% | +15.4% | +7.6% | +8.5% |
| 3Y | +82.9% | +76.9% | +6.1% | +11.2% |
| 5Y | +79.7% | +60.4% | +19.3% | +17.7% |
| 10Y | +96.9% | +232.8% | -135.9% | -34.1% |
| All | +115.9% | +354.5% | -238.5% | -44.3% |
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