-51.4%
VG vs DVA
+12.9%
-64.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -22.0% | +2.1% | -24.1% | -22.0% |
| 30D | -11.6% | +8.2% | -19.9% | -11.6% |
| 3M | -14.9% | +5.9% | -20.8% | -14.8% |
| 6M | -3.5% | -1.3% | -2.2% | -3.2% |
| YTD | +70.0% | +68.4% | +1.5% | +60.7% |
| 1Y | +50.0% | +57.5% | -7.5% | +42.9% |
| All | -51.4% | +12.9% | -64.3% | -56.4% |
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