+433.4%
VFC vs DVA
+5,194.7%
-4,761.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -11.6% | -2.5% | -9.1% | -11.3% |
| 3M | -18.1% | -4.3% | -13.8% | -17.9% |
| 6M | -27.4% | +18.9% | -46.2% | -29.9% |
| YTD | -24.8% | +61.9% | -86.8% | -31.3% |
| 1Y | -8.2% | +35.7% | -43.9% | -13.7% |
| 3Y | -29.1% | +78.6% | -107.8% | -36.3% |
| 5Y | -79.2% | +39.2% | -118.4% | -80.9% |
| 10Y | -68.1% | +184.0% | -252.1% | -73.6% |
| All | +433.4% | +5,194.7% | -4,761.2% | +253.4% |
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 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