+2,486.9%
VRT vs DVA
+156.0%
+2,330.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -8.4% | -1.3% | -7.0% | -8.2% |
| 30D | -10.9% | 0.0% | -10.9% | -10.9% |
| 3M | -13.7% | -10.9% | -2.8% | -12.8% |
| 6M | -4.1% | +17.3% | -21.4% | -8.5% |
| YTD | +58.7% | +59.8% | -1.1% | +41.8% |
| 1Y | +89.6% | +36.3% | +53.4% | +74.5% |
| 3Y | +558.1% | +88.6% | +469.5% | +451.5% |
| 5Y | +953.0% | +47.5% | +905.4% | +799.6% |
| All | +2,486.9% | +156.0% | +2,330.9% | +1,920.4% |
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 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