-68.5%
VFC vs DVA
+187.8%
-256.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -9.0% | 0.0% | -9.0% | -9.0% |
| 3M | -24.2% | -10.9% | -13.2% | -22.2% |
| 6M | -18.5% | +17.3% | -35.8% | -24.6% |
| YTD | -25.9% | +59.8% | -85.7% | -39.5% |
| 1Y | -13.0% | +36.3% | -49.2% | -24.6% |
| 3Y | -20.3% | +88.6% | -108.9% | -39.4% |
| 5Y | -78.1% | +47.5% | -125.6% | -82.6% |
| All | -68.5% | +187.8% | -256.3% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling