+98.0%
VCIT vs DVA
+524.3%
-426.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | +1.8% | -2.2% | -0.4% |
| 30D | -0.8% | -2.5% | +1.7% | -0.7% |
| 3M | -1.0% | -4.3% | +3.2% | -1.0% |
| 6M | -1.8% | +18.9% | -20.7% | -2.2% |
| YTD | -0.7% | +61.9% | -62.6% | -1.6% |
| 1Y | +1.0% | +35.7% | -34.7% | +0.3% |
| 3Y | +18.8% | +78.6% | -59.8% | +17.4% |
| 5Y | +3.5% | +39.2% | -35.7% | +2.1% |
| 10Y | +29.2% | +184.0% | -154.8% | +26.7% |
| All | +98.0% | +524.3% | -426.4% | +97.1% |
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