+20.0%
VCIT vs DVA
+139.6%
-119.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | +2.1% | -2.0% | +0.1% |
| 30D | +1.9% | +8.2% | -6.3% | +1.7% |
| 3M | -1.4% | +5.9% | -7.4% | -1.6% |
| 6M | -2.1% | -1.3% | -0.8% | -2.2% |
| YTD | -1.6% | +68.4% | -70.1% | -3.2% |
| 1Y | -0.9% | +57.5% | -58.4% | -2.3% |
| 3Y | +20.0% | +142.3% | -122.3% | +16.0% |
| All | +20.0% | +139.6% | -119.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling