+40.1%
VG vs DVA
+52.7%
-12.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +2.1% |
| 7D | -8.3% | -0.1% | -8.2% | -8.2% |
| 30D | -10.3% | +3.5% | -13.8% | -10.0% |
| 3M | -10.8% | +1.0% | -11.7% | -10.5% |
| 6M | +3.5% | -6.6% | +10.1% | +4.1% |
| YTD | +74.0% | +63.3% | +10.6% | +69.2% |
| All | +40.1% | +52.7% | -12.6% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling