-22.4%
VFC vs DVA
+91.2%
-113.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.7% |
| 7D | -2.3% | +2.0% | -4.4% | -3.0% |
| 30D | -13.4% | -0.4% | -13.0% | -13.3% |
| 3M | -23.7% | -7.7% | -16.0% | -23.0% |
| 6M | -24.5% | +20.0% | -44.4% | -31.1% |
| YTD | -27.8% | +61.1% | -88.9% | -42.5% |
| 1Y | -13.5% | +33.9% | -47.3% | -25.1% |
| All | -22.4% | +91.2% | -113.6% | -43.4% |
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