+2,168.3%
VMC vs DVA
+5,194.7%
-3,026.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -4.3% | +1.8% | -6.2% | -4.6% |
| 30D | -8.2% | -2.5% | -5.8% | -7.9% |
| 3M | -7.0% | -4.3% | -2.8% | -6.8% |
| 6M | -10.8% | +18.9% | -29.6% | -13.8% |
| YTD | -7.4% | +61.9% | -69.3% | -15.1% |
| 1Y | -9.5% | +35.7% | -45.2% | -14.9% |
| 3Y | +20.5% | +78.6% | -58.2% | +6.8% |
| 5Y | +51.6% | +39.2% | +12.4% | +37.0% |
| 10Y | +150.0% | +184.0% | -34.0% | +98.6% |
| All | +2,168.3% | +5,194.7% | -3,026.4% | +1,393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling