+43.6%
VMC vs DVA
+64.3%
-20.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -1.3% | -8.8% | +7.5% | -0.2% |
| 30D | +15.5% | -3.4% | +18.9% | +15.9% |
| 3M | +0.6% | -2.6% | +3.2% | +0.8% |
| 6M | +2.1% | -11.9% | +14.0% | +3.0% |
| YTD | -1.6% | +53.6% | -55.2% | -8.6% |
| 1Y | -1.2% | +41.9% | -43.0% | -7.2% |
| 3Y | +35.3% | +97.5% | -62.2% | +18.8% |
| All | +43.6% | +64.3% | -20.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling