-49.4%
VG vs DVA
+5.8%
-55.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | -7.7% | -1.6% | -6.1% | -7.7% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | -15.6% | -2.4% | -13.2% | -15.6% |
| 6M | +5.2% | -9.8% | +15.0% | +5.5% |
| YTD | +76.9% | +57.8% | +19.1% | +67.2% |
| 1Y | +42.5% | +49.2% | -6.7% | +35.5% |
| All | -49.4% | +5.8% | -55.2% | -54.7% |
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