+145.7%
VMC vs DVA
+187.8%
-42.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.8% | -1.3% | -2.4% | -3.6% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | -9.6% | -10.9% | +1.3% | -8.3% |
| 6M | -4.8% | +17.3% | -22.1% | -8.7% |
| YTD | -10.9% | +59.8% | -70.7% | -20.0% |
| 1Y | -15.6% | +36.3% | -51.8% | -21.9% |
| 3Y | +19.3% | +88.6% | -69.3% | +0.4% |
| 5Y | +48.0% | +47.5% | +0.5% | +28.7% |
| All | +145.7% | +187.8% | -42.1% | +83.5% |
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