+19.9%
VGT vs DVA
+62.2%
-42.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | +0.6% |
| 7D | -6.5% | +4.7% | -11.3% | -6.2% |
| 30D | -10.6% | +7.8% | -18.4% | -10.0% |
| 3M | -3.7% | -15.5% | +11.8% | -4.6% |
| 6M | +10.4% | +25.0% | -14.7% | +12.1% |
| YTD | +23.1% | +69.6% | -46.5% | +29.3% |
| 1Y | +19.9% | +60.6% | -40.7% | +25.1% |
| All | +19.9% | +62.2% | -42.3% | +25.1% |
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