-48.6%
VFC vs DVA
+193.2%
-241.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | +1.6% | -8.8% | +10.4% | +4.6% |
| 30D | +25.5% | -3.4% | +28.9% | +26.6% |
| 3M | +41.3% | -2.6% | +43.9% | +41.7% |
| 6M | +22.2% | -11.9% | +34.1% | +25.1% |
| YTD | +16.4% | +53.6% | -37.2% | -4.4% |
| 1Y | +38.4% | +41.9% | -3.4% | +17.3% |
| 3Y | +56.2% | +97.5% | -41.3% | +17.6% |
| 5Y | -68.2% | +65.0% | -133.1% | -75.8% |
| All | -48.6% | +193.2% | -241.8% | -68.7% |
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