+96.1%
VCIT vs DVA
+549.3%
-453.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 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% | -2.7% |
| 1Y | -0.9% | +57.5% | -58.4% | -1.8% |
| 3Y | +20.0% | +142.3% | -122.3% | +17.9% |
| 5Y | +3.1% | +75.0% | -71.8% | +1.5% |
| 10Y | +28.7% | +226.4% | -197.6% | +26.2% |
| All | +96.1% | +549.3% | -453.2% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling