+33.0%
VRSN vs DVA
+40.8%
-7.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +0.7% | +1.7% | -1.0% | +0.6% |
| 3M | +0.6% | -8.7% | +9.2% | +0.9% |
| 6M | +21.7% | +19.7% | +2.1% | +20.5% |
| YTD | +20.0% | +59.6% | -39.6% | +17.2% |
| 1Y | +3.2% | +37.1% | -33.9% | +1.6% |
| 3Y | +42.4% | +89.8% | -47.4% | +38.0% |
| 5Y | +33.0% | +47.4% | -14.4% | +29.4% |
| All | +33.0% | +40.8% | -7.9% | +29.4% |
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 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