+725.9%
VFC vs DVA
+4,923.3%
-4,197.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | +1.6% | -8.8% | +10.4% | +3.1% |
| 30D | +25.5% | -3.4% | +28.9% | +26.0% |
| 3M | +41.3% | -2.6% | +43.9% | +41.6% |
| 6M | +22.2% | -11.9% | +34.1% | +23.8% |
| YTD | +16.4% | +53.6% | -37.2% | +7.0% |
| 1Y | +38.4% | +41.9% | -3.4% | +29.0% |
| 3Y | +56.2% | +97.5% | -41.3% | +38.8% |
| 5Y | -68.2% | +65.0% | -133.1% | -71.5% |
| 10Y | -48.4% | +193.2% | -241.6% | -57.4% |
| All | +725.9% | +4,923.3% | -4,197.4% | +450.6% |
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